+789.7%
MELI vs FICO
+544.0%
+245.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.3% |
| 7D | -8.6% | -0.1% | -8.5% | -8.7% |
| 30D | -18.9% | +8.4% | -27.3% | -22.4% |
| 3M | -15.8% | -30.5% | +14.7% | -6.0% |
| 6M | -6.1% | -35.7% | +29.6% | +6.1% |
| YTD | -23.9% | -57.2% | +33.3% | +2.3% |
| 1Y | -27.3% | -58.4% | +31.1% | -0.9% |
| 3Y | +14.3% | -24.8% | +39.1% | -4.4% |
| 5Y | -10.4% | +79.3% | -89.6% | -58.8% |
| 10Y | +789.7% | +531.6% | +258.0% | +53.1% |
| All | +789.7% | +544.0% | +245.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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