+6,875.0%
MELI vs FDS
+560.5%
+6,314.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | +0.5% |
| 7D | -1.9% | -5.4% | +3.5% | +2.0% |
| 30D | +5.8% | +1.6% | +4.2% | +4.1% |
| 3M | +19.5% | +17.7% | +1.8% | +2.6% |
| 6M | +7.7% | +29.1% | -21.3% | -16.3% |
| YTD | -4.4% | +1.0% | -5.3% | -12.3% |
| 1Y | -17.9% | -21.6% | +3.7% | -10.5% |
| 3Y | +34.9% | -30.1% | +65.0% | +54.3% |
| 5Y | +1.1% | -20.7% | +21.8% | +5.2% |
| 10Y | +955.8% | +78.3% | +877.5% | +380.3% |
| All | +6,875.0% | +560.5% | +6,314.5% | +788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling