+33.3%
MELI vs ICE
+41.6%
-8.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -4.1% | -2.4% | -1.7% | -3.1% |
| 30D | +3.8% | +4.0% | -0.2% | +2.0% |
| 3M | +17.8% | +13.7% | +4.2% | +11.4% |
| 6M | +7.4% | +0.9% | +6.5% | +6.6% |
| YTD | -5.8% | -2.1% | -3.7% | -5.8% |
| 1Y | -18.9% | -9.5% | -9.3% | -15.4% |
| 3Y | +33.3% | +42.1% | -8.7% | +7.3% |
| All | +33.3% | +41.6% | -8.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling