+5,367.8%
MELI vs FICO
+1,923.6%
+3,444.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -7.1% | -0.9% | -6.1% | -6.7% |
| 30D | -19.4% | +3.3% | -22.7% | -21.8% |
| 3M | -17.5% | -31.7% | +14.2% | -5.7% |
| 6M | -18.0% | -34.0% | +16.0% | -7.4% |
| YTD | -25.0% | -58.3% | +33.3% | +5.5% |
| 1Y | -29.1% | -57.9% | +28.9% | -1.1% |
| 3Y | +9.8% | -24.1% | +33.9% | -6.4% |
| 5Y | -7.3% | +85.3% | -92.7% | -56.6% |
| 10Y | +807.8% | +520.3% | +287.5% | +85.1% |
| All | +5,367.8% | +1,923.6% | +3,444.2% | +284.2% |
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