+612.2%
FCX vs MELI
+970.3%
-358.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.3% | -4.1% | +1.8% | -1.1% |
| 30D | +2.7% | +3.8% | -1.1% | +1.3% |
| 3M | +7.4% | +17.8% | -10.5% | +1.3% |
| 6M | +16.0% | +7.4% | +8.6% | +12.1% |
| YTD | +40.9% | -5.8% | +46.7% | +41.1% |
| 1Y | +56.4% | -18.9% | +75.3% | +62.8% |
| 3Y | +84.2% | +33.3% | +50.9% | +56.9% |
| 5Y | +114.6% | +2.7% | +111.9% | +82.4% |
| All | +612.2% | +970.3% | -358.1% | +165.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling