+2.4%
MELI vs JD
-61.2%
+63.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.1% | -4.2% | +0.2% | -2.8% |
| 30D | +3.8% | -14.4% | +18.2% | +8.6% |
| 3M | +17.8% | -3.6% | +21.4% | +18.7% |
| 6M | +7.4% | -0.3% | +7.7% | +6.5% |
| YTD | -5.8% | -2.4% | -3.5% | -6.1% |
| 1Y | -18.9% | -18.5% | -0.3% | -14.9% |
| 3Y | +33.3% | -7.0% | +40.4% | +21.8% |
| All | +2.4% | -61.2% | +63.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling