-6.3%
MELI vs FPS
+12.3%
-18.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +1.6% |
| 7D | -4.3% | -4.6% | +0.3% | -4.2% |
| 30D | -1.7% | -22.6% | +20.8% | -1.5% |
| 3M | +20.0% | -45.1% | +65.1% | +21.1% |
| 6M | +9.4% | -17.8% | +27.3% | +6.5% |
| All | -6.3% | +12.3% | -18.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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