+2.4%
MELI vs DVA
+46.8%
-44.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | +3.8% | 0.0% | +3.8% | +3.8% |
| 3M | +17.8% | -10.9% | +28.8% | +19.1% |
| 6M | +7.4% | +17.3% | -9.8% | +3.8% |
| YTD | -5.8% | +59.8% | -65.6% | -13.8% |
| 1Y | -18.9% | +36.3% | -55.1% | -23.7% |
| 3Y | +33.3% | +88.6% | -55.3% | +13.0% |
| All | +2.4% | +46.8% | -44.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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