+2.4%
MELI vs BWA
+87.2%
-84.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -1.0% |
| 7D | -4.1% | -1.3% | -2.8% | -3.6% |
| 30D | +3.8% | -2.9% | +6.7% | +4.6% |
| 3M | +17.8% | -10.7% | +28.6% | +22.0% |
| 6M | +7.4% | +26.5% | -19.0% | -4.3% |
| YTD | -5.8% | +49.1% | -54.9% | -23.8% |
| 1Y | -18.9% | +52.1% | -70.9% | -35.3% |
| 3Y | +33.3% | +72.6% | -39.2% | -3.5% |
| All | +2.4% | +87.2% | -84.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling