+6,770.4%
MELI vs NYT
+261.1%
+6,509.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +17.8% | -9.6% | +27.4% | +21.6% |
| 6M | +7.4% | -14.0% | +21.4% | +12.8% |
| YTD | -5.8% | -2.8% | -3.0% | -6.3% |
| 1Y | -18.9% | +15.6% | -34.4% | -25.3% |
| 3Y | +33.3% | +56.3% | -23.0% | +4.7% |
| 5Y | +2.7% | +39.5% | -36.8% | -15.9% |
| 10Y | +962.9% | +488.0% | +474.9% | +363.2% |
| All | +6,770.4% | +261.1% | +6,509.3% | +2,514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling