+14.3%
MELI vs COMP
+431.5%
-417.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.8% |
| 7D | -8.6% | +14.5% | -23.1% | -10.1% |
| 30D | -18.9% | +14.9% | -33.8% | -20.4% |
| 3M | -15.8% | -14.2% | -1.6% | -14.6% |
| 6M | -6.1% | +23.7% | -29.9% | -9.1% |
| YTD | -23.9% | +2.1% | -26.0% | -25.6% |
| 1Y | -27.3% | +26.2% | -53.5% | -30.3% |
| 3Y | +14.3% | +470.9% | -456.6% | -5.0% |
| All | +14.3% | +431.5% | -417.3% | -5.0% |
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