+31.9%
MELI vs JD
-8.1%
+39.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.3% |
| 7D | -6.5% | -3.0% | -3.5% | -6.2% |
| 30D | +2.8% | -19.3% | +22.2% | +5.0% |
| 3M | +14.3% | -6.0% | +20.4% | +14.9% |
| 6M | +6.0% | +1.8% | +4.2% | +5.5% |
| YTD | -6.8% | -2.6% | -4.3% | -6.9% |
| 1Y | -20.9% | -17.4% | -3.5% | -20.0% |
| All | +31.9% | -8.1% | +39.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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