+33.3%
MELI vs NWSA
+43.3%
-9.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.1% | -2.8% | -1.3% | -2.9% |
| 30D | +3.8% | +3.0% | +0.7% | +2.4% |
| 3M | +17.8% | +12.3% | +5.5% | +11.5% |
| 6M | +7.4% | +21.9% | -14.4% | -2.1% |
| YTD | -5.8% | +13.6% | -19.4% | -11.7% |
| 1Y | -18.9% | +0.5% | -19.3% | -19.6% |
| 3Y | +33.3% | +43.8% | -10.4% | +7.2% |
| All | +33.3% | +43.3% | -9.9% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling