+6,770.4%
MELI vs ITOT
+635.2%
+6,135.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.7% |
| 7D | -4.1% | -0.9% | -3.2% | -2.8% |
| 30D | +3.8% | -1.5% | +5.2% | +6.0% |
| 3M | +17.8% | +3.6% | +14.3% | +11.3% |
| 6M | +7.4% | +13.7% | -6.3% | -12.0% |
| YTD | -5.8% | +12.9% | -18.7% | -22.1% |
| 1Y | -18.9% | +17.2% | -36.0% | -36.5% |
| 3Y | +33.3% | +75.6% | -42.3% | -45.7% |
| 5Y | +2.7% | +75.5% | -72.8% | -53.4% |
| 10Y | +962.9% | +302.0% | +661.0% | +39.7% |
| All | +6,770.4% | +635.2% | +6,135.2% | +371.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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