-0.4%
MELI vs EXPD
+61.0%
-61.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.1% |
| 7D | -6.5% | +1.2% | -7.6% | -6.9% |
| 30D | +2.8% | +5.2% | -2.4% | +0.5% |
| 3M | +14.3% | +13.2% | +1.1% | +7.9% |
| 6M | +6.0% | +30.3% | -24.3% | -6.8% |
| YTD | -6.8% | +27.0% | -33.9% | -18.3% |
| 1Y | -20.9% | +57.3% | -78.2% | -38.7% |
| 3Y | +31.4% | +70.0% | -38.6% | -9.0% |
| 5Y | -0.4% | +61.6% | -62.0% | -34.5% |
| All | -0.4% | +61.0% | -61.4% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling