+34.9%
MELI vs EXPD
+66.3%
-31.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.8% |
| 30D | +5.8% | +4.1% | +1.7% | +5.5% |
| 3M | +19.5% | +13.8% | +5.7% | +18.1% |
| 6M | +7.7% | +27.3% | -19.5% | +5.1% |
| YTD | -4.4% | +25.4% | -29.8% | -6.8% |
| 1Y | -17.9% | +54.4% | -72.3% | -22.7% |
| 3Y | +34.9% | +67.9% | -33.0% | +17.3% |
| All | +34.9% | +66.3% | -31.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling