-24.5%
MELI vs JBL
+20.8%
-45.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.8% | +9.5% | +4.6% |
| 7D | +4.0% | -11.1% | +15.1% | +4.0% |
| 30D | -6.5% | -14.1% | +7.6% | -6.4% |
| 3M | -7.9% | -23.9% | +16.1% | -7.8% |
| 6M | -4.1% | -24.1% | +20.0% | -5.1% |
| YTD | -13.6% | +13.5% | -27.1% | -19.3% |
| 1Y | -24.5% | +23.7% | -48.3% | -34.1% |
| All | -24.5% | +20.8% | -45.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling