+171.1%
MDT vs MELI
+8,701.6%
-8,530.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | -0.3% | -6.5% | +6.2% | +0.6% |
| 30D | +2.8% | +2.8% | -0.1% | +2.3% |
| 3M | +13.1% | +14.3% | -1.2% | +10.9% |
| 6M | +2.3% | +6.0% | -3.7% | +1.2% |
| YTD | -2.7% | -6.8% | +4.2% | -2.4% |
| 1Y | +0.9% | -20.9% | +21.8% | +3.0% |
| 3Y | +26.8% | +31.4% | -4.6% | +19.1% |
| 5Y | -19.5% | -0.4% | -19.1% | -25.1% |
| 10Y | +40.6% | +951.2% | -910.6% | -11.0% |
| All | +171.1% | +8,701.6% | -8,530.5% | +17.4% |
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