+2.4%
MELI vs DGX
+66.8%
-64.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.1% |
| 7D | -4.1% | -0.9% | -3.2% | -3.8% |
| 30D | +3.8% | -1.2% | +4.9% | +4.2% |
| 3M | +17.8% | +15.8% | +2.1% | +11.6% |
| 6M | +7.4% | +18.2% | -10.7% | +0.8% |
| YTD | -5.8% | +37.2% | -43.0% | -16.9% |
| 1Y | -18.9% | +30.4% | -49.2% | -27.1% |
| 3Y | +33.3% | +96.7% | -63.4% | -5.3% |
| All | +2.4% | +66.8% | -64.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling