+37.0%
MDT vs MELI
+970.3%
-933.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -3.4% | -4.1% | +0.7% | -2.9% |
| 30D | +0.2% | +3.8% | -3.6% | -0.3% |
| 3M | +14.3% | +17.8% | -3.6% | +11.6% |
| 6M | +4.0% | +7.4% | -3.4% | +2.6% |
| YTD | -3.7% | -5.8% | +2.1% | -3.6% |
| 1Y | -0.4% | -18.9% | +18.5% | +1.4% |
| 3Y | +23.3% | +33.3% | -10.0% | +15.3% |
| 5Y | -18.9% | +2.7% | -21.6% | -24.9% |
| All | +37.0% | +970.3% | -933.3% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling