+961.1%
MELI vs FDS
+64.8%
+896.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.2% |
| 7D | -4.1% | -14.0% | +9.9% | +3.5% |
| 30D | +3.8% | -6.2% | +10.0% | +6.7% |
| 3M | +17.8% | +10.2% | +7.7% | +9.8% |
| 6M | +7.4% | +27.4% | -20.0% | -9.6% |
| YTD | -5.8% | -9.3% | +3.5% | -4.9% |
| 1Y | -18.9% | -28.6% | +9.8% | -6.6% |
| 3Y | +33.3% | -36.8% | +70.2% | +60.3% |
| 5Y | +2.7% | -28.6% | +31.3% | +15.9% |
| All | +961.1% | +64.8% | +896.3% | +669.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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