+3.2%
MELI vs FDS
-28.1%
+31.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +4.2% |
| 7D | -4.3% | -16.0% | +11.7% | +3.3% |
| 30D | -1.7% | -6.7% | +5.0% | +1.0% |
| 3M | +20.0% | +6.0% | +14.1% | +14.9% |
| 6M | +9.4% | +25.1% | -15.7% | -5.1% |
| YTD | -5.4% | -8.1% | +2.8% | -3.3% |
| 1Y | -18.8% | -26.0% | +7.2% | -5.8% |
| 3Y | +33.5% | -36.4% | +69.9% | +62.8% |
| 5Y | +3.2% | -27.7% | +30.9% | +33.9% |
| All | +3.2% | -28.1% | +31.3% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling