+28.3%
MELI vs DOCS
-36.0%
+64.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | 0.0% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | +2.9% | +21.8% | -18.9% | -3.3% |
| 3M | +21.0% | +27.3% | -6.3% | +12.4% |
| 6M | +11.8% | -0.3% | +12.2% | +8.6% |
| YTD | -1.8% | -40.5% | +38.7% | +8.1% |
| 1Y | -18.2% | -61.5% | +43.4% | +0.2% |
| 3Y | +39.2% | +8.2% | +31.0% | +15.8% |
| 5Y | +1.7% | -73.4% | +75.1% | +1.6% |
| All | +28.3% | -36.0% | +64.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 all: compounded portfolio wealth divided by compounded DOCS 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…
all analysis · Full analysis span regression · 6 months rolling