+6,694.2%
MELI vs FFIV
+1,091.1%
+5,603.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.4% | -4.6% |
| 7D | -6.5% | +3.5% | -10.0% | -8.2% |
| 30D | +2.8% | -1.3% | +4.2% | +2.8% |
| 3M | +14.3% | +2.4% | +12.0% | +11.3% |
| 6M | +6.0% | +41.8% | -35.8% | -13.9% |
| YTD | -6.8% | +58.5% | -65.4% | -29.1% |
| 1Y | -20.9% | +24.3% | -45.3% | -32.6% |
| 3Y | +31.4% | +152.0% | -120.6% | -26.0% |
| 5Y | -0.4% | +99.1% | -99.5% | -35.1% |
| 10Y | +951.2% | +242.8% | +708.4% | +396.9% |
| All | +6,694.2% | +1,091.1% | +5,603.1% | +949.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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