+872.7%
MELI vs MOD
+915.9%
-43.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.9% |
| 7D | -13.1% | +8.2% | -21.3% | -14.3% |
| 30D | -20.1% | -38.2% | +18.1% | -14.0% |
| 3M | -22.1% | -46.2% | +24.2% | -14.6% |
| 6M | -2.9% | -62.5% | +59.6% | +11.6% |
| YTD | -24.9% | -20.1% | -4.8% | -26.4% |
| 1Y | -28.0% | -29.7% | +1.7% | -28.2% |
| 3Y | +10.0% | +136.2% | -126.2% | -22.3% |
| 5Y | -4.1% | +820.4% | -824.5% | -50.9% |
| 10Y | +872.7% | +839.8% | +32.8% | +347.9% |
| All | +872.7% | +915.9% | -43.2% | +347.9% |
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