+117.9%
MELI vs NVDL
+2,476.2%
-2,358.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.1% | -10.3% | +6.2% | -2.9% |
| 30D | +3.8% | -7.1% | +10.9% | +4.3% |
| 3M | +17.8% | +6.6% | +11.3% | +15.7% |
| 6M | +7.4% | +21.1% | -13.6% | +3.0% |
| YTD | -5.8% | +15.2% | -21.0% | -9.7% |
| 1Y | -18.9% | +18.8% | -37.6% | -23.0% |
| 3Y | +33.3% | +649.9% | -616.6% | -16.3% |
| All | +117.9% | +2,476.2% | -2,358.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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