+961.1%
MELI vs NTAP
+650.8%
+310.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.5% | -9.0% | -3.7% |
| 7D | -4.1% | +7.4% | -11.5% | -6.9% |
| 30D | +3.8% | -1.4% | +5.1% | +3.8% |
| 3M | +17.8% | +24.6% | -6.7% | +6.6% |
| 6M | +7.4% | +105.9% | -98.5% | -23.4% |
| YTD | -5.8% | +88.5% | -94.3% | -30.8% |
| 1Y | -18.9% | +62.1% | -81.0% | -36.4% |
| 3Y | +33.3% | +169.1% | -135.7% | -21.6% |
| 5Y | +2.7% | +141.9% | -139.2% | -37.1% |
| All | +961.1% | +650.8% | +310.3% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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