+1,315.5%
FERG vs MELI
+3,730.6%
-2,415.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.2% |
| 7D | +0.9% | -6.5% | +7.4% | +1.4% |
| 30D | -15.1% | +2.8% | -17.9% | -15.3% |
| 3M | -4.8% | +14.3% | -19.2% | -5.9% |
| 6M | -2.5% | +6.0% | -8.5% | -3.1% |
| YTD | +1.8% | -6.8% | +8.7% | +1.9% |
| 1Y | -0.3% | -20.9% | +20.6% | +0.8% |
| 3Y | +52.9% | +31.4% | +21.5% | +48.9% |
| 5Y | +69.3% | -0.4% | +69.7% | +60.8% |
| 10Y | +352.7% | +951.2% | -598.5% | +332.1% |
| All | +1,315.5% | +3,730.6% | -2,415.1% | +1,498.2% |
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