+7,063.7%
MELI vs MOD
+655.8%
+6,407.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.7% |
| 7D | +0.6% | +9.6% | -9.0% | -1.7% |
| 30D | +2.9% | 0.0% | +2.9% | +2.5% |
| 3M | +21.0% | -35.4% | +56.4% | +31.9% |
| 6M | +11.8% | -7.3% | +19.1% | +9.3% |
| YTD | -1.8% | +45.8% | -47.6% | -15.6% |
| 1Y | -18.2% | +43.1% | -61.3% | -30.7% |
| 3Y | +39.2% | +297.7% | -258.5% | -19.9% |
| 5Y | +1.7% | +1,478.8% | -1,477.1% | -61.3% |
| 10Y | +967.1% | +1,633.4% | -666.3% | +214.1% |
| All | +7,063.7% | +655.8% | +6,407.9% | +2,562.6% |
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 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