+961.1%
MELI vs FSLR
+466.5%
+494.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -4.1% | +2.2% | -6.3% | -4.7% |
| 30D | +3.8% | -7.8% | +11.6% | +5.8% |
| 3M | +17.8% | -22.9% | +40.8% | +25.1% |
| 6M | +7.4% | +4.4% | +3.0% | +3.8% |
| YTD | -5.8% | -20.0% | +14.2% | -3.1% |
| 1Y | -18.9% | +2.8% | -21.7% | -23.0% |
| 3Y | +33.3% | +16.5% | +16.8% | +9.0% |
| 5Y | +2.7% | +110.3% | -107.6% | -36.8% |
| All | +961.1% | +466.5% | +494.6% | +370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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