+2,222.8%
MELI vs JD
+45.3%
+2,177.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.6% | -1.9% |
| 7D | -1.9% | -0.8% | -1.1% | -1.6% |
| 30D | +5.8% | -16.0% | +21.8% | +12.3% |
| 3M | +19.5% | -3.2% | +22.7% | +20.4% |
| 6M | +7.7% | +6.1% | +1.7% | +4.3% |
| YTD | -4.4% | -0.1% | -4.3% | -5.6% |
| 1Y | -17.9% | -12.7% | -5.2% | -15.3% |
| 3Y | +34.9% | -6.3% | +41.2% | +21.2% |
| 5Y | +1.1% | -61.3% | +62.4% | +21.0% |
| 10Y | +955.8% | +17.6% | +938.2% | +695.9% |
| All | +2,222.8% | +45.3% | +2,177.6% | +1,599.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling