+199.5%
MELI vs DT
+98.4%
+101.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | +2.8% | +0.1% | +2.8% | +2.2% |
| 3M | +14.3% | +24.1% | -9.8% | +0.5% |
| 6M | +6.0% | +30.1% | -24.1% | -11.3% |
| YTD | -6.8% | +16.8% | -23.6% | -18.0% |
| 1Y | -20.9% | -0.1% | -20.8% | -24.3% |
| 3Y | +31.4% | +6.8% | +24.5% | +15.8% |
| 5Y | -0.4% | -28.4% | +28.0% | +3.4% |
| All | +199.5% | +98.4% | +101.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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