+1,038.2%
MELI vs HWM
+1,323.5%
-285.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.7% | +8.1% | +0.9% |
| 7D | -1.9% | -9.2% | +7.3% | +1.1% |
| 30D | +5.8% | -17.9% | +23.7% | +12.4% |
| 3M | +19.5% | -6.0% | +25.5% | +20.9% |
| 6M | +7.7% | -7.4% | +15.1% | +9.1% |
| YTD | -4.4% | +13.1% | -17.5% | -10.0% |
| 1Y | -17.9% | +29.3% | -47.2% | -26.3% |
| 3Y | +34.9% | +389.9% | -355.0% | -26.5% |
| 5Y | +1.1% | +655.5% | -654.5% | -51.5% |
| All | +1,038.2% | +1,323.5% | -285.3% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling