+2,040.4%
MELI vs MTUM
+604.3%
+1,436.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.9% |
| 7D | -4.1% | +0.7% | -4.8% | -5.0% |
| 30D | +3.8% | -2.4% | +6.2% | +5.9% |
| 3M | +17.8% | -3.6% | +21.5% | +17.4% |
| 6M | +7.4% | +23.7% | -16.2% | -23.5% |
| YTD | -5.8% | +22.9% | -28.7% | -33.0% |
| 1Y | -18.9% | +21.8% | -40.6% | -41.6% |
| 3Y | +33.3% | +114.4% | -81.1% | -57.3% |
| 5Y | +2.7% | +79.6% | -76.9% | -55.2% |
| 10Y | +962.9% | +356.2% | +606.7% | +48.2% |
| All | +2,040.4% | +604.3% | +1,436.1% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling