+849.6%
MCD vs MELI
+6,896.4%
-6,046.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +14.1% | -18.9% | +33.0% | +16.4% |
| 3M | +0.6% | -18.4% | +19.0% | +2.5% |
| 6M | 0.0% | -4.5% | +4.5% | +0.1% |
| YTD | -9.3% | -26.0% | +16.7% | -7.2% |
| 1Y | -9.3% | -26.6% | +17.3% | -7.2% |
| 3Y | +8.6% | +8.2% | +0.4% | +5.2% |
| 5Y | +21.9% | -6.6% | +28.5% | +15.4% |
| 10Y | +202.8% | +859.5% | -656.7% | +113.8% |
| All | +849.6% | +6,896.4% | -6,046.8% | +419.5% |
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