-8.5%
MELI vs DOC
-21.4%
+13.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -7.1% | +6.5% | -13.5% | -9.3% |
| 30D | -19.4% | +9.2% | -28.5% | -22.3% |
| 3M | -17.5% | -2.5% | -15.0% | -16.8% |
| 6M | -18.0% | +7.1% | -25.1% | -20.7% |
| YTD | -25.0% | +33.0% | -58.0% | -35.2% |
| 1Y | -29.1% | +23.3% | -52.3% | -36.4% |
| 3Y | +9.8% | +44.9% | -35.1% | -16.3% |
| All | -8.5% | -21.4% | +13.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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