+5,449.9%
MELI vs MOD
+310.2%
+5,139.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.9% | -8.4% | -0.9% |
| 7D | -8.6% | -13.9% | +5.3% | -6.2% |
| 30D | -18.9% | -41.5% | +22.6% | -9.0% |
| 3M | -15.8% | -45.7% | +29.9% | -4.5% |
| 6M | -6.1% | -61.1% | +55.0% | +12.6% |
| YTD | -23.9% | -20.5% | -3.4% | -25.6% |
| 1Y | -27.3% | -32.1% | +4.8% | -26.8% |
| 3Y | +14.3% | +146.5% | -132.2% | -27.3% |
| 5Y | -10.4% | +812.7% | -823.1% | -61.6% |
| 10Y | +789.7% | +966.8% | -177.2% | +187.9% |
| All | +5,449.9% | +310.2% | +5,139.7% | +2,250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling