+951.2%
MELI vs FICO
+647.8%
+303.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -5.1% |
| 7D | -6.5% | -10.6% | +4.1% | -2.6% |
| 30D | +2.8% | -6.3% | +9.2% | +4.4% |
| 3M | +14.3% | -19.7% | +34.1% | +22.6% |
| 6M | +6.0% | -31.8% | +37.8% | +20.1% |
| YTD | -6.8% | -41.8% | +35.0% | +13.4% |
| 1Y | -20.9% | -36.4% | +15.5% | -10.6% |
| 3Y | +31.4% | +9.3% | +22.1% | -5.2% |
| 5Y | -0.4% | +113.0% | -113.4% | -54.6% |
| 10Y | +951.2% | +665.4% | +285.7% | +93.1% |
| All | +951.2% | +647.8% | +303.4% | +93.1% |
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