+5,296.2%
MELI vs FICO
+1,998.6%
+3,297.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -3.3% |
| 7D | -10.3% | +0.9% | -11.2% | -10.9% |
| 30D | -21.1% | +9.4% | -30.6% | -25.7% |
| 3M | -18.3% | -30.4% | +12.1% | -7.6% |
| 6M | -8.7% | -35.1% | +26.4% | +4.3% |
| YTD | -26.0% | -56.8% | +30.8% | +2.1% |
| 1Y | -28.8% | -58.4% | +29.6% | +0.3% |
| 3Y | +8.4% | -26.7% | +35.1% | -5.1% |
| 5Y | -6.4% | +88.0% | -94.4% | -56.5% |
| 10Y | +818.3% | +545.7% | +272.6% | +83.3% |
| All | +5,296.2% | +1,998.6% | +3,297.6% | +271.9% |
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