-10.4%
MELI vs BIYA
-99.8%
+89.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.6% |
| 7D | -6.5% | +2.7% | -9.2% | -6.5% |
| 30D | +2.8% | -16.7% | +19.5% | +2.7% |
| 3M | +14.3% | -74.6% | +89.0% | +14.0% |
| 6M | +6.0% | -85.4% | +91.4% | +6.5% |
| YTD | -6.8% | -94.2% | +87.3% | -6.4% |
| 1Y | -20.9% | -98.6% | +77.6% | -18.1% |
| All | -10.4% | -99.8% | +89.3% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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