+961.1%
MELI vs QXO
+34.5%
+926.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -4.1% | -7.8% | +3.7% | -3.9% |
| 30D | +3.8% | -18.1% | +21.9% | +4.2% |
| 3M | +17.8% | -25.8% | +43.6% | +18.5% |
| 6M | +7.4% | -41.7% | +49.1% | +8.5% |
| YTD | -5.8% | -36.2% | +30.4% | -5.1% |
| 1Y | -18.9% | -42.1% | +23.2% | -18.1% |
| 3Y | +33.3% | -46.2% | +79.5% | +25.7% |
| 5Y | +2.7% | -70.7% | +73.4% | -3.1% |
| All | +961.1% | +34.5% | +926.6% | +794.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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