+1.3%
MELI vs DOC
-24.5%
+25.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | +2.9% | -4.8% | +7.7% | +5.0% |
| 3M | +21.0% | +6.9% | +14.1% | +17.4% |
| 6M | +11.8% | +20.7% | -8.9% | +2.2% |
| YTD | -1.8% | +34.1% | -35.9% | -15.1% |
| 1Y | -18.2% | +22.6% | -40.8% | -26.5% |
| 3Y | +39.2% | +20.8% | +18.3% | +22.7% |
| All | +1.3% | -24.5% | +25.8% | +23.3% |
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