+6,802.6%
MELI vs NOC
+1,068.1%
+5,734.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -4.3% | -1.8% | -2.5% | -3.4% |
| 30D | -1.7% | -9.4% | +7.7% | +3.1% |
| 3M | +20.0% | -3.8% | +23.9% | +21.5% |
| 6M | +9.4% | -28.8% | +38.2% | +28.9% |
| YTD | -5.4% | -7.9% | +2.5% | -3.3% |
| 1Y | -18.8% | -9.0% | -9.8% | -16.8% |
| 3Y | +33.5% | +29.1% | +4.4% | +6.4% |
| 5Y | +3.2% | +58.9% | -55.8% | -33.1% |
| 10Y | +967.9% | +191.2% | +776.7% | +270.5% |
| All | +6,802.6% | +1,068.1% | +5,734.5% | +453.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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