+3.2%
MELI vs EXC
+44.3%
-41.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -4.3% | -1.6% | -2.6% | -3.9% |
| 30D | -1.7% | -2.4% | +0.6% | -1.2% |
| 3M | +20.0% | -4.0% | +24.0% | +21.0% |
| 6M | +9.4% | -9.8% | +19.2% | +11.8% |
| YTD | -5.4% | +2.3% | -7.7% | -6.3% |
| 1Y | -18.8% | +3.8% | -22.7% | -20.1% |
| 3Y | +33.5% | +19.7% | +13.7% | +24.6% |
| 5Y | +3.2% | +45.6% | -42.4% | -20.1% |
| All | +3.2% | +44.3% | -41.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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