+34.0%
MELI vs HWM
+379.8%
-345.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.1% |
| 7D | -4.3% | -12.5% | +8.2% | -1.1% |
| 30D | -1.7% | -19.0% | +17.3% | +3.3% |
| 3M | +20.0% | -8.6% | +28.6% | +21.6% |
| 6M | +9.4% | -10.2% | +19.6% | +11.1% |
| YTD | -5.4% | +11.3% | -16.7% | -9.8% |
| 1Y | -18.8% | +24.3% | -43.1% | -25.1% |
| All | +34.0% | +379.8% | -345.9% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling