+5,241.3%
MELI vs EXPD
+381.5%
+4,859.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.8% |
| 7D | -3.6% | +3.6% | -7.2% | -5.9% |
| 30D | -21.4% | +0.3% | -21.6% | -21.5% |
| 3M | -19.3% | +6.1% | -25.4% | -22.6% |
| 6M | -6.6% | +27.4% | -33.9% | -21.6% |
| YTD | -26.8% | +32.0% | -58.8% | -42.0% |
| 1Y | -29.9% | +40.5% | -70.4% | -47.0% |
| 3Y | +7.3% | +75.7% | -68.4% | -35.1% |
| 5Y | -7.6% | +61.7% | -69.4% | -40.8% |
| 10Y | +848.9% | +336.8% | +512.2% | +169.9% |
| All | +5,241.3% | +381.5% | +4,859.9% | +1,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling