+126.0%
MELI vs BOXX
+18.5%
+107.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.7% |
| 7D | -4.1% | +0.1% | -4.1% | -4.3% |
| 30D | +3.8% | +0.3% | +3.5% | +2.1% |
| 3M | +17.8% | +1.0% | +16.8% | +11.5% |
| 6M | +7.4% | +1.9% | +5.5% | -3.4% |
| YTD | -5.8% | +2.7% | -8.5% | -18.9% |
| 1Y | -18.9% | +4.0% | -22.9% | -35.4% |
| 3Y | +33.3% | +14.7% | +18.7% | -23.4% |
| All | +126.0% | +18.5% | +107.5% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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