+6,802.6%
MELI vs DVA
+536.6%
+6,266.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -1.7% | +1.7% | -3.4% | -2.4% |
| 3M | +20.0% | -8.7% | +28.7% | +22.4% |
| 6M | +9.4% | +19.7% | -10.2% | -0.6% |
| YTD | -5.4% | +59.6% | -65.0% | -24.2% |
| 1Y | -18.8% | +37.1% | -55.9% | -31.4% |
| 3Y | +33.5% | +89.8% | -56.3% | -7.8% |
| 5Y | +3.2% | +47.4% | -44.2% | -24.4% |
| 10Y | +967.9% | +184.9% | +783.0% | +382.1% |
| All | +6,802.6% | +536.6% | +6,266.0% | +1,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling