+33.3%
MELI vs ADSK
-3.2%
+36.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -4.1% | -2.5% | -1.6% | -3.2% |
| 30D | +3.8% | -14.9% | +18.7% | +9.4% |
| 3M | +17.8% | +3.3% | +14.5% | +14.4% |
| 6M | +7.4% | -15.7% | +23.1% | +12.6% |
| YTD | -5.8% | -28.2% | +22.4% | +5.2% |
| 1Y | -18.9% | -34.5% | +15.7% | -5.9% |
| 3Y | +33.3% | -2.9% | +36.2% | +27.5% |
| All | +33.3% | -3.2% | +36.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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