+20.4%
MCD vs MELI
-1.2%
+21.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.2% |
| 7D | -2.0% | -1.9% | -0.1% | -1.9% |
| 30D | -6.1% | +5.8% | -11.9% | -6.6% |
| 3M | -7.3% | +19.5% | -26.7% | -8.5% |
| 6M | -20.9% | +7.7% | -28.7% | -21.5% |
| YTD | -14.7% | -4.4% | -10.3% | -14.8% |
| 1Y | -16.1% | -17.9% | +1.8% | -15.5% |
| 3Y | -1.5% | +34.9% | -36.4% | -5.4% |
| 5Y | +20.4% | +1.1% | +19.4% | +14.6% |
| All | +20.4% | -1.2% | +21.6% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling