+961.1%
MELI vs FLEX
+1,128.1%
-167.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -2.7% |
| 7D | -4.1% | +5.7% | -9.8% | -6.0% |
| 30D | +3.8% | -7.0% | +10.8% | +5.4% |
| 3M | +17.8% | -23.8% | +41.7% | +24.9% |
| 6M | +7.4% | +82.6% | -75.2% | -22.3% |
| YTD | -5.8% | +91.6% | -97.4% | -33.9% |
| 1Y | -18.9% | +100.6% | -119.4% | -44.8% |
| 3Y | +33.3% | +479.8% | -446.4% | -46.8% |
| 5Y | +2.7% | +746.5% | -743.8% | -65.3% |
| All | +961.1% | +1,128.1% | -167.0% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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