+1,021.1%
MELI vs HWM
+1,311.7%
-290.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.1% | -11.4% | +7.3% | -0.3% |
| 30D | +3.8% | -18.5% | +22.2% | +10.5% |
| 3M | +17.8% | -13.2% | +31.0% | +22.5% |
| 6M | +7.4% | -8.7% | +16.1% | +9.3% |
| YTD | -5.8% | +12.2% | -18.0% | -11.1% |
| 1Y | -18.9% | +24.9% | -43.8% | -26.3% |
| 3Y | +33.3% | +383.9% | -350.6% | -27.0% |
| 5Y | +2.7% | +646.1% | -643.4% | -50.5% |
| All | +1,021.1% | +1,311.7% | -290.6% | +333.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling