+7,063.7%
MELI vs FICO
+2,577.6%
+4,486.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.0% | +8.5% |
| 7D | +0.6% | -19.2% | +19.8% | +11.7% |
| 30D | +2.9% | -14.6% | +17.5% | +10.4% |
| 3M | +21.0% | -20.1% | +41.1% | +31.3% |
| 6M | +11.8% | -36.3% | +48.2% | +33.6% |
| YTD | -1.8% | -44.9% | +43.1% | +25.7% |
| 1Y | -18.2% | -38.6% | +20.4% | -4.5% |
| 3Y | +39.2% | +4.0% | +35.2% | +4.8% |
| 5Y | +1.7% | +99.5% | -97.9% | -50.8% |
| 10Y | +967.1% | +604.7% | +362.4% | +117.5% |
| All | +7,063.7% | +2,577.6% | +4,486.1% | +357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling