+1.1%
MELI vs FN
+299.7%
-298.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.0% |
| 7D | -1.9% | +3.5% | -5.4% | -2.5% |
| 30D | +5.8% | -26.0% | +31.8% | +10.5% |
| 3M | +19.5% | -33.3% | +52.7% | +25.8% |
| 6M | +7.7% | -14.9% | +22.7% | +4.8% |
| YTD | -4.4% | -8.6% | +4.2% | -10.5% |
| 1Y | -17.9% | +12.3% | -30.2% | -28.0% |
| 3Y | +34.9% | +174.4% | -139.5% | -24.3% |
| 5Y | +1.1% | +296.4% | -295.4% | -59.5% |
| All | +1.1% | +299.7% | -298.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling