+1,197.6%
JPM vs MELI
+8,701.6%
-7,504.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.0% |
| 7D | -0.4% | -6.5% | +6.1% | +1.2% |
| 30D | -1.4% | +2.8% | -4.3% | -2.4% |
| 3M | +13.9% | +14.3% | -0.4% | +9.7% |
| 6M | +23.5% | +6.0% | +17.5% | +20.5% |
| YTD | +11.6% | -6.8% | +18.5% | +11.9% |
| 1Y | +21.4% | -20.9% | +42.3% | +25.9% |
| 3Y | +163.4% | +31.4% | +132.1% | +133.4% |
| 5Y | +152.5% | -0.4% | +152.9% | +119.7% |
| 10Y | +592.1% | +951.2% | -359.0% | +154.8% |
| All | +1,197.6% | +8,701.6% | -7,504.1% | +78.6% |
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