+1.5%
MELI vs COMP
-49.2%
+50.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.2% |
| 7D | -8.6% | +14.5% | -23.1% | -11.5% |
| 30D | -18.9% | +14.9% | -33.8% | -21.8% |
| 3M | -15.8% | -14.2% | -1.6% | -13.3% |
| 6M | -6.1% | +23.7% | -29.9% | -12.4% |
| YTD | -23.9% | +2.1% | -26.0% | -27.3% |
| 1Y | -27.3% | +26.2% | -53.5% | -34.2% |
| 3Y | +14.3% | +470.9% | -456.6% | -40.6% |
| 5Y | -10.4% | -14.0% | +3.7% | -23.2% |
| All | +1.5% | -49.2% | +50.7% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling