+6,802.6%
MELI vs EWJ
+143.4%
+6,659.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.2% |
| 7D | -4.3% | -1.5% | -2.8% | -2.7% |
| 30D | -1.7% | +0.2% | -1.9% | -2.3% |
| 3M | +20.0% | +8.6% | +11.4% | +8.1% |
| 6M | +9.4% | +12.1% | -2.7% | -5.9% |
| YTD | -5.4% | +20.1% | -25.5% | -25.4% |
| 1Y | -18.8% | +25.2% | -44.0% | -39.2% |
| 3Y | +33.5% | +70.8% | -37.3% | -33.0% |
| 5Y | +3.2% | +49.2% | -46.0% | -36.4% |
| 10Y | +967.9% | +138.6% | +829.3% | +295.7% |
| All | +6,802.6% | +143.4% | +6,659.2% | +2,305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling