+966.1%
MELI vs MOD
+1,465.6%
-499.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.2% |
| 7D | -4.3% | -3.9% | -0.3% | -3.6% |
| 30D | -1.7% | -9.6% | +7.9% | -0.3% |
| 3M | +20.0% | -30.6% | +50.6% | +26.2% |
| 6M | +9.4% | -10.9% | +20.4% | +8.5% |
| YTD | -5.4% | +34.3% | -39.6% | -14.0% |
| 1Y | -18.8% | +18.3% | -37.2% | -25.4% |
| 3Y | +33.5% | +281.9% | -248.4% | -12.0% |
| 5Y | +3.2% | +1,486.4% | -1,483.2% | -51.0% |
| All | +966.1% | +1,465.6% | -499.5% | +386.3% |
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