+33.3%
MELI vs DD
+41.1%
-7.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.1% | -3.5% | -0.6% | -3.5% |
| 30D | +3.8% | -11.7% | +15.4% | +6.2% |
| 3M | +17.8% | -9.2% | +27.1% | +19.9% |
| 6M | +7.4% | -7.2% | +14.6% | +8.3% |
| YTD | -5.8% | +6.6% | -12.4% | -7.8% |
| 1Y | -18.9% | +32.0% | -50.9% | -23.8% |
| 3Y | +33.3% | +42.1% | -8.8% | +19.5% |
| All | +33.3% | +41.1% | -7.8% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling