+113.9%
LQD vs MELI
+8,841.9%
-8,728.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | -1.1% | -1.7% | +0.6% | -1.1% |
| 3M | -2.3% | +20.0% | -22.4% | -2.7% |
| 6M | -2.9% | +9.4% | -12.3% | -3.1% |
| YTD | -2.3% | -5.4% | +3.0% | -2.3% |
| 1Y | -2.2% | -18.8% | +16.7% | -2.0% |
| 3Y | +14.0% | +33.5% | -19.5% | +12.9% |
| 5Y | -5.8% | +3.2% | -9.0% | -7.1% |
| 10Y | +22.2% | +967.9% | -945.7% | +17.4% |
| All | +113.9% | +8,841.9% | -8,728.0% | +98.5% |
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