+311.2%
MELI vs OTIS
+87.9%
+223.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.6% |
| 7D | -4.3% | -5.0% | +0.8% | -1.7% |
| 30D | -1.7% | -6.5% | +4.7% | +1.7% |
| 3M | +20.0% | -2.0% | +22.0% | +20.9% |
| 6M | +9.4% | -20.2% | +29.6% | +22.5% |
| YTD | -5.4% | -21.0% | +15.6% | +6.3% |
| 1Y | -18.8% | -20.9% | +2.0% | -9.3% |
| 3Y | +33.5% | -13.3% | +46.8% | +36.4% |
| 5Y | +3.2% | -18.5% | +21.7% | +2.9% |
| All | +311.2% | +87.9% | +223.3% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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