+84.6%
FCX vs MELI
+32.5%
+52.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -6.9% |
| 7D | -1.9% | -4.3% | +2.4% | -1.0% |
| 30D | +3.4% | -1.7% | +5.1% | +3.6% |
| 3M | +15.0% | +20.0% | -5.0% | +10.1% |
| 6M | +14.6% | +9.4% | +5.2% | +11.6% |
| YTD | +41.2% | -5.4% | +46.6% | +41.2% |
| 1Y | +60.4% | -18.8% | +79.2% | +64.5% |
| All | +84.6% | +32.5% | +52.1% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling