-18.2%
MELI vs DD
+41.5%
-59.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +0.6% | -3.5% | +4.1% | +1.3% |
| 30D | +2.9% | -10.3% | +13.2% | +5.0% |
| 3M | +21.0% | -7.5% | +28.6% | +22.8% |
| 6M | +11.8% | -8.0% | +19.8% | +12.5% |
| YTD | -1.8% | +10.5% | -12.3% | -6.5% |
| 1Y | -18.2% | +38.3% | -56.4% | -26.7% |
| All | -18.2% | +41.5% | -59.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling