+33.3%
MELI vs ITW
+20.2%
+13.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | +3.8% | -8.3% | +12.1% | +7.0% |
| 3M | +17.8% | +6.0% | +11.8% | +15.0% |
| 6M | +7.4% | 0.0% | +7.4% | +6.9% |
| YTD | -5.8% | +10.2% | -16.0% | -9.8% |
| 1Y | -18.9% | +3.2% | -22.1% | -20.4% |
| 3Y | +33.3% | +21.0% | +12.4% | +16.7% |
| All | +33.3% | +20.2% | +13.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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