+961.1%
MELI vs NYT
+489.9%
+471.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.7% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | +3.8% | +4.6% | -0.8% | +1.8% |
| 3M | +17.8% | -9.6% | +27.4% | +21.8% |
| 6M | +7.4% | -14.0% | +21.4% | +13.0% |
| YTD | -5.8% | -2.8% | -3.0% | -6.5% |
| 1Y | -18.9% | +15.6% | -34.4% | -26.0% |
| 3Y | +33.3% | +56.3% | -23.0% | +0.7% |
| 5Y | +2.7% | +39.5% | -36.8% | -20.8% |
| All | +961.1% | +489.9% | +471.2% | +479.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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