+33.3%
MELI vs MTUM
+114.7%
-81.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | +3.8% | -2.4% | +6.2% | +4.8% |
| 3M | +17.8% | -3.6% | +21.5% | +17.8% |
| 6M | +7.4% | +23.7% | -16.2% | -11.2% |
| YTD | -5.8% | +22.9% | -28.7% | -21.9% |
| 1Y | -18.9% | +21.8% | -40.6% | -32.3% |
| 3Y | +33.3% | +114.4% | -81.1% | -38.4% |
| All | +33.3% | +114.7% | -81.4% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling