+34.9%
MELI vs COMP
+221.9%
-187.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.2% |
| 7D | -1.9% | +4.1% | -6.0% | -2.4% |
| 30D | +5.8% | -14.5% | +20.3% | +7.8% |
| 3M | +19.5% | +41.8% | -22.3% | +14.1% |
| 6M | +7.7% | +23.6% | -15.8% | +3.7% |
| YTD | -4.4% | +1.7% | -6.1% | -6.2% |
| 1Y | -17.9% | +12.6% | -30.5% | -20.6% |
| 3Y | +34.9% | +221.9% | -187.0% | +5.6% |
| All | +34.9% | +221.9% | -187.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling