+1.1%
MELI vs MOD
+1,517.7%
-1,516.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -1.9% | +6.3% | -8.2% | -3.1% |
| 30D | +5.8% | -1.7% | +7.5% | +5.8% |
| 3M | +19.5% | -30.1% | +49.6% | +26.5% |
| 6M | +7.7% | +2.7% | +5.0% | +3.0% |
| YTD | -4.4% | +44.1% | -48.4% | -16.5% |
| 1Y | -17.9% | +38.7% | -56.7% | -29.1% |
| 3Y | +34.9% | +309.8% | -274.9% | -31.9% |
| 5Y | +1.1% | +1,569.7% | -1,568.6% | -76.6% |
| All | +1.1% | +1,517.7% | -1,516.7% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling