+47.3%
MELI vs FGI
-66.3%
+113.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.6% | -2.6% |
| 7D | -3.6% | +13.5% | -17.1% | -3.9% |
| 30D | -21.4% | +17.1% | -38.5% | -21.8% |
| 3M | -19.3% | +78.0% | -97.3% | -22.2% |
| 6M | -6.6% | +46.4% | -53.0% | -9.7% |
| YTD | -26.8% | +47.7% | -74.5% | -30.6% |
| 1Y | -29.9% | +56.8% | -86.7% | -34.5% |
| 3Y | +7.3% | +12.3% | -4.9% | -3.8% |
| All | +47.3% | -66.3% | +113.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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