+6,802.6%
MELI vs BIDU
+377.6%
+6,424.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | -4.3% | -5.2% | +1.0% | -2.0% |
| 30D | -1.7% | -14.5% | +12.7% | +4.8% |
| 3M | +20.0% | -22.9% | +42.9% | +33.2% |
| 6M | +9.4% | -27.8% | +37.2% | +22.7% |
| YTD | -5.4% | -30.7% | +25.3% | +6.2% |
| 1Y | -18.8% | -15.8% | -3.0% | -19.2% |
| 3Y | +33.5% | -33.2% | +66.7% | +35.7% |
| 5Y | +3.2% | -44.8% | +48.0% | +5.4% |
| 10Y | +967.9% | -50.3% | +1,018.2% | +897.6% |
| All | +6,802.6% | +377.6% | +6,424.9% | +1,237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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