+118.6%
DVN vs MELI
+2.1%
+116.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +4.5% | -4.1% | +8.6% | +5.1% |
| 30D | +12.0% | +3.8% | +8.2% | +11.3% |
| 3M | +13.4% | +17.8% | -4.5% | +10.6% |
| 6M | +12.1% | +7.4% | +4.7% | +10.0% |
| YTD | +38.8% | -5.8% | +44.6% | +38.6% |
| 1Y | +46.0% | -18.9% | +64.9% | +48.8% |
| 3Y | +9.5% | +33.3% | -23.8% | +0.3% |
| All | +118.6% | +2.1% | +116.6% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MELI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling