-2.6%
MCD vs MELI
+30.4%
-33.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | -2.9% | -6.5% | +3.6% | -2.5% |
| 30D | -6.7% | +2.8% | -9.6% | -6.9% |
| 3M | -9.6% | +14.3% | -23.9% | -10.3% |
| 6M | -22.3% | +6.0% | -28.3% | -22.7% |
| YTD | -15.4% | -6.8% | -8.6% | -15.5% |
| 1Y | -16.8% | -20.9% | +4.1% | -16.3% |
| All | -2.6% | +30.4% | -33.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling