+1,009.3%
MELI vs MTUM
+344.8%
+664.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +2.8% |
| 7D | -3.9% | -1.7% | -2.3% | -2.4% |
| 30D | +3.0% | -5.5% | +8.5% | +8.8% |
| 3M | +19.5% | -7.5% | +27.1% | +24.8% |
| 6M | +13.8% | +23.4% | -9.6% | -19.0% |
| YTD | -5.7% | +20.0% | -25.6% | -30.9% |
| 1Y | -18.8% | +19.1% | -37.8% | -40.0% |
| 3Y | +37.4% | +109.4% | -72.1% | -55.1% |
| 5Y | +2.4% | +76.2% | -73.8% | -54.7% |
| 10Y | +1,009.3% | +344.3% | +665.0% | +30.3% |
| All | +1,009.3% | +344.8% | +664.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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