+2.4%
MELI vs HWM
+638.1%
-635.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -4.1% | -11.4% | +7.3% | +1.5% |
| 30D | +3.8% | -18.5% | +22.2% | +13.8% |
| 3M | +17.8% | -13.2% | +31.0% | +24.5% |
| 6M | +7.4% | -8.7% | +16.1% | +9.6% |
| YTD | -5.8% | +12.2% | -18.0% | -15.0% |
| 1Y | -18.9% | +24.9% | -43.8% | -31.4% |
| 3Y | +33.3% | +383.9% | -350.6% | -61.4% |
| All | +2.4% | +638.1% | -635.7% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling