+294.3%
MELI vs FOXA
+90.1%
+204.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | -4.3% | -3.7% | -0.5% | -3.2% |
| 30D | -1.7% | +5.4% | -7.1% | -3.4% |
| 3M | +20.0% | -3.7% | +23.7% | +19.9% |
| 6M | +9.4% | +12.6% | -3.1% | +3.4% |
| YTD | -5.4% | -10.0% | +4.6% | -3.9% |
| 1Y | -18.8% | +15.0% | -33.9% | -24.3% |
| 3Y | +33.5% | +115.1% | -81.6% | -1.6% |
| 5Y | +3.2% | +93.0% | -89.8% | -20.8% |
| All | +294.3% | +90.1% | +204.1% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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