+16.4%
MELI vs BTDR
+15.3%
+1.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.8% |
| 7D | -4.3% | -3.2% | -1.1% | -4.2% |
| 30D | -1.7% | +32.7% | -34.4% | -2.9% |
| 3M | +20.0% | -28.4% | +48.4% | +20.8% |
| 6M | +9.4% | +51.7% | -42.3% | +7.0% |
| YTD | -5.4% | +2.9% | -8.2% | -6.6% |
| 1Y | -18.8% | -15.5% | -3.4% | -19.9% |
| 3Y | +33.5% | 0.0% | +33.5% | +27.2% |
| 5Y | +3.2% | +16.5% | -13.3% | -5.6% |
| All | +16.4% | +15.3% | +1.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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