-6.4%
MELI vs DOC
-20.0%
+13.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -10.3% | +4.3% | -14.7% | -11.8% |
| 30D | -21.1% | +9.2% | -30.3% | -24.0% |
| 3M | -18.3% | -0.8% | -17.5% | -18.2% |
| 6M | -8.7% | +7.1% | -15.8% | -11.7% |
| YTD | -26.0% | +34.0% | -60.0% | -36.2% |
| 1Y | -28.8% | +23.2% | -52.0% | -36.1% |
| 3Y | +8.4% | +53.6% | -45.2% | -20.5% |
| 5Y | -6.4% | -20.4% | +14.0% | +19.2% |
| All | -6.4% | -20.0% | +13.6% | +19.2% |
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