+154.1%
FCX vs MELI
+8,701.6%
-8,547.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | +3.1% | -6.5% | +9.6% | +5.7% |
| 30D | +8.1% | +2.8% | +5.3% | +6.5% |
| 3M | +18.9% | +14.3% | +4.6% | +12.1% |
| 6M | +26.6% | +6.0% | +20.6% | +22.0% |
| YTD | +51.2% | -6.8% | +58.0% | +51.9% |
| 1Y | +75.6% | -20.9% | +96.5% | +85.7% |
| 3Y | +101.7% | +31.4% | +70.3% | +67.1% |
| 5Y | +134.6% | -0.4% | +135.0% | +92.9% |
| 10Y | +724.2% | +951.2% | -227.0% | +116.7% |
| All | +154.1% | +8,701.6% | -8,547.5% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling