+6,770.4%
MELI vs ICE
+504.2%
+6,266.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -4.1% | -2.4% | -1.7% | -2.7% |
| 30D | +3.8% | +4.0% | -0.2% | +1.2% |
| 3M | +17.8% | +13.7% | +4.2% | +8.6% |
| 6M | +7.4% | +0.9% | +6.5% | +5.8% |
| YTD | -5.8% | -2.1% | -3.7% | -6.2% |
| 1Y | -18.9% | -9.5% | -9.3% | -15.4% |
| 3Y | +33.3% | +42.1% | -8.7% | +4.9% |
| 5Y | +2.7% | +41.4% | -38.7% | -16.7% |
| 10Y | +962.9% | +216.7% | +746.2% | +441.0% |
| All | +6,770.4% | +504.2% | +6,266.2% | +2,253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling