+2.4%
MELI vs EWJ
+50.5%
-48.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -2.6% |
| 7D | -4.1% | +0.3% | -4.4% | -4.4% |
| 30D | +3.8% | +0.8% | +3.0% | +2.8% |
| 3M | +17.8% | +7.5% | +10.3% | +8.1% |
| 6M | +7.4% | +15.6% | -8.2% | -9.9% |
| YTD | -5.8% | +22.7% | -28.5% | -27.3% |
| 1Y | -18.9% | +26.4% | -45.3% | -39.8% |
| 3Y | +33.3% | +72.5% | -39.2% | -41.4% |
| All | +2.4% | +50.5% | -48.1% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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