+2.4%
MELI vs IT
-42.9%
+45.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.7% | -2.8% |
| 7D | -4.1% | -3.7% | -0.4% | -2.7% |
| 30D | +3.8% | +0.1% | +3.7% | +3.2% |
| 3M | +17.8% | +20.7% | -2.8% | +4.2% |
| 6M | +7.4% | +12.0% | -4.5% | -3.0% |
| YTD | -5.8% | -28.8% | +23.0% | +8.3% |
| 1Y | -18.9% | -25.5% | +6.7% | -10.1% |
| 3Y | +33.3% | -48.8% | +82.1% | +60.2% |
| All | +2.4% | -42.9% | +45.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling