+48.5%
MELI vs JAAA
+29.3%
+19.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.3% | +0.1% | -4.3% | -4.4% |
| 30D | -1.7% | +0.4% | -2.2% | -2.3% |
| 3M | +20.0% | +1.2% | +18.8% | +18.2% |
| 6M | +9.4% | +2.7% | +6.8% | +5.9% |
| YTD | -5.4% | +3.2% | -8.5% | -8.9% |
| 1Y | -18.8% | +4.8% | -23.7% | -23.4% |
| 3Y | +33.5% | +19.0% | +14.5% | +14.7% |
| 5Y | +3.2% | +26.8% | -23.6% | -18.0% |
| All | +48.5% | +29.3% | +19.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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