-24.4%
MELI vs MCO
+9.4%
-33.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +2.2% |
| 7D | +4.0% | +10.7% | -6.7% | -1.2% |
| 30D | -6.5% | +17.9% | -24.4% | -14.2% |
| 3M | -7.9% | +9.5% | -17.3% | -12.2% |
| 6M | -4.1% | +18.1% | -22.1% | -12.4% |
| YTD | -13.6% | +4.1% | -17.7% | -17.7% |
| All | -24.4% | +9.4% | -33.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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