+6,802.6%
MELI vs MCO
+957.8%
+5,844.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.6% |
| 7D | -4.3% | -7.3% | +3.1% | +0.5% |
| 30D | -1.7% | -1.7% | 0.0% | -0.8% |
| 3M | +20.0% | +3.9% | +16.1% | +16.6% |
| 6M | +9.4% | +3.8% | +5.6% | +6.4% |
| YTD | -5.4% | -7.9% | +2.5% | -1.4% |
| 1Y | -18.8% | -6.8% | -12.0% | -16.6% |
| 3Y | +33.5% | +40.9% | -7.5% | +2.3% |
| 5Y | +3.2% | +27.5% | -24.3% | -13.0% |
| 10Y | +967.9% | +381.4% | +586.5% | +297.8% |
| All | +6,802.6% | +957.8% | +5,844.7% | +1,290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling