-18.2%
MELI vs HWM
+48.6%
-66.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.0% |
| 30D | +2.9% | -11.0% | +13.9% | +5.2% |
| 3M | +21.0% | +4.0% | +17.0% | +18.3% |
| 6M | +11.8% | -0.2% | +12.1% | +9.8% |
| YTD | -1.8% | +26.7% | -28.4% | -9.3% |
| 1Y | -18.2% | +44.7% | -62.9% | -24.7% |
| All | -18.2% | +48.6% | -66.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling