+874.8%
MELI vs ILMN
+54.3%
+820.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -1.2% | -2.9% | +1.6% | -0.1% |
| 30D | -18.9% | -23.8% | +4.9% | -10.9% |
| 3M | -18.4% | +7.5% | -25.9% | -22.9% |
| 6M | -4.5% | +42.8% | -47.3% | -20.3% |
| YTD | -26.0% | +57.8% | -83.8% | -41.5% |
| 1Y | -26.6% | +72.6% | -99.2% | -44.3% |
| 3Y | +8.2% | +129.3% | -121.1% | -38.3% |
| 5Y | -6.6% | -44.5% | +37.9% | +12.9% |
| All | +874.8% | +54.3% | +820.5% | +720.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling