+33.3%
MELI vs MKC
-31.4%
+64.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -4.1% | -1.5% | -2.6% | -4.0% |
| 30D | +3.8% | -3.1% | +6.9% | +4.0% |
| 3M | +17.8% | +5.2% | +12.7% | +17.5% |
| 6M | +7.4% | -12.8% | +20.3% | +8.2% |
| YTD | -5.8% | -23.3% | +17.5% | -4.5% |
| 1Y | -18.9% | -24.1% | +5.3% | -17.6% |
| 3Y | +33.3% | -32.1% | +65.4% | +39.7% |
| All | +33.3% | -31.4% | +64.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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