+34.9%
MELI vs MOD
+312.9%
-278.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | -1.9% | +6.3% | -8.2% | -2.4% |
| 30D | +5.8% | -1.7% | +7.5% | +5.8% |
| 3M | +19.5% | -30.1% | +49.6% | +22.8% |
| 6M | +7.7% | +2.7% | +5.0% | +5.4% |
| YTD | -4.4% | +44.1% | -48.4% | -10.1% |
| 1Y | -17.9% | +38.7% | -56.7% | -23.2% |
| 3Y | +34.9% | +309.8% | -274.9% | -6.9% |
| All | +34.9% | +312.9% | -278.1% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling