-10.4%
MELI vs QLD
+77.5%
-87.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | -2.6% |
| 7D | -8.6% | -1.4% | -7.2% | -7.8% |
| 30D | -18.9% | -19.6% | +0.7% | -8.2% |
| 3M | -15.8% | -14.1% | -1.7% | -8.9% |
| 6M | -6.1% | -13.6% | +7.5% | -1.8% |
| YTD | -23.9% | +12.5% | -36.5% | -34.1% |
| 1Y | -27.3% | +13.1% | -40.5% | -37.5% |
| 3Y | +14.3% | +154.7% | -140.5% | -53.1% |
| 5Y | -10.4% | +81.1% | -91.5% | -51.5% |
| All | -10.4% | +77.5% | -87.9% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 5y: compounded portfolio wealth divided by compounded QLD 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…
5y analysis · Full analysis span regression · 6 months rolling