-24.5%
MELI vs ICE
+21.0%
-45.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.3% | +4.1% |
| 7D | +4.0% | +12.2% | -8.2% | +1.0% |
| 30D | -6.5% | +15.0% | -21.5% | -9.8% |
| 3M | -7.9% | +17.6% | -25.5% | -11.8% |
| 6M | -4.1% | +12.6% | -16.7% | -7.6% |
| YTD | -13.6% | +9.1% | -22.7% | -18.4% |
| 1Y | -24.5% | +20.6% | -45.1% | -33.0% |
| All | -24.5% | +21.0% | -45.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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