-26.7%
MELI vs FICO
-58.5%
+31.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.2% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -18.9% | +8.4% | -27.3% | -19.4% |
| 3M | -15.8% | -30.5% | +14.7% | -12.5% |
| 6M | -6.1% | -35.7% | +29.6% | -2.3% |
| YTD | -23.9% | -57.2% | +33.3% | -11.0% |
| All | -26.7% | -58.5% | +31.8% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling