+874.8%
MELI vs MOD
+1,079.7%
-204.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +27.9% | -26.7% | -3.6% |
| 7D | -1.2% | +40.4% | -41.6% | -7.4% |
| 30D | -18.9% | -14.0% | -4.9% | -17.9% |
| 3M | -18.4% | -33.3% | +14.9% | -14.2% |
| 6M | -4.5% | -51.4% | +46.9% | +4.4% |
| YTD | -26.0% | +1.6% | -27.6% | -30.7% |
| 1Y | -26.6% | +5.4% | -31.9% | -32.2% |
| 3Y | +8.2% | +191.0% | -182.8% | -26.5% |
| 5Y | -6.6% | +1,093.1% | -1,099.8% | -54.5% |
| All | +874.8% | +1,079.7% | -204.8% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling