+150.6%
HPQ vs MELI
+8,701.6%
-8,551.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.5% |
| 7D | +2.2% | -6.5% | +8.7% | +3.7% |
| 30D | +9.7% | +2.8% | +6.9% | +8.9% |
| 3M | +32.7% | +14.3% | +18.4% | +28.5% |
| 6M | +77.7% | +6.0% | +71.7% | +73.7% |
| YTD | +51.0% | -6.8% | +57.8% | +51.0% |
| 1Y | +18.4% | -20.9% | +39.3% | +22.0% |
| 3Y | +25.6% | +31.4% | -5.8% | +13.3% |
| 5Y | +38.6% | -0.4% | +39.0% | +23.9% |
| 10Y | +226.1% | +951.2% | -725.0% | +58.3% |
| All | +150.6% | +8,701.6% | -8,551.0% | -35.4% |
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