+961.1%
MELI vs FCEL
-99.1%
+1,060.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -4.1% | +6.3% | -10.4% | -4.7% |
| 30D | +3.8% | -26.7% | +30.5% | +5.6% |
| 3M | +17.8% | -10.2% | +28.0% | +15.8% |
| 6M | +7.4% | +123.5% | -116.1% | -4.3% |
| YTD | -5.8% | +117.4% | -123.2% | -16.4% |
| 1Y | -18.9% | +146.0% | -164.8% | -29.9% |
| 3Y | +33.3% | -61.9% | +95.2% | +24.9% |
| 5Y | +2.7% | -90.5% | +93.2% | +5.2% |
| All | +961.1% | -99.1% | +1,060.3% | +1,182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling