+961.1%
MELI vs NWSA
+149.4%
+811.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.1% | -2.8% | -1.3% | -2.6% |
| 30D | +3.8% | +3.0% | +0.7% | +2.1% |
| 3M | +17.8% | +12.3% | +5.5% | +10.1% |
| 6M | +7.4% | +21.9% | -14.4% | -4.2% |
| YTD | -5.8% | +13.6% | -19.4% | -13.0% |
| 1Y | -18.9% | +0.5% | -19.3% | -20.0% |
| 3Y | +33.3% | +43.8% | -10.4% | +5.2% |
| 5Y | +2.7% | +41.2% | -38.5% | -18.8% |
| All | +961.1% | +149.4% | +811.8% | +529.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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