+5,300.7%
MELI vs EXPD
+379.3%
+4,921.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.4% |
| 7D | -1.2% | +5.5% | -6.7% | -4.7% |
| 30D | -18.9% | -0.8% | -18.1% | -18.4% |
| 3M | -18.4% | +4.1% | -22.6% | -20.8% |
| 6M | -4.5% | +25.7% | -30.2% | -19.2% |
| YTD | -26.0% | +31.4% | -57.4% | -41.2% |
| 1Y | -26.6% | +42.2% | -68.7% | -45.0% |
| 3Y | +8.2% | +77.2% | -69.0% | -35.0% |
| 5Y | -6.6% | +61.0% | -67.6% | -40.0% |
| 10Y | +859.5% | +334.8% | +524.6% | +173.7% |
| All | +5,300.7% | +379.3% | +4,921.4% | +1,084.9% |
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