+7.4%
MELI vs DTE
-8.7%
+16.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -4.1% | -2.6% | -1.5% | -4.1% |
| 30D | +3.8% | -4.4% | +8.2% | +3.8% |
| 3M | +17.8% | -8.3% | +26.2% | +18.0% |
| 6M | +7.4% | -8.1% | +15.5% | +6.9% |
| All | +7.4% | -8.7% | +16.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 6mo: compounded portfolio wealth divided by compounded DTE 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…
6mo analysis · Full analysis span regression · 6 months rolling