+6,802.6%
MELI vs JBL
+1,548.8%
+5,253.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.3% | +2.8% |
| 7D | -4.3% | -1.0% | -3.2% | -3.9% |
| 30D | -1.7% | -15.1% | +13.3% | +4.9% |
| 3M | +20.0% | -14.0% | +34.1% | +25.4% |
| 6M | +9.4% | +20.6% | -11.2% | -4.2% |
| YTD | -5.4% | +32.9% | -38.3% | -22.2% |
| 1Y | -18.8% | +40.5% | -59.4% | -35.7% |
| 3Y | +33.5% | +183.7% | -150.3% | -31.6% |
| 5Y | +3.2% | +388.3% | -385.2% | -59.0% |
| 10Y | +967.9% | +1,464.9% | -497.0% | +125.0% |
| All | +6,802.6% | +1,548.8% | +5,253.8% | +1,044.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling