+6,770.4%
MELI vs TDY
+1,155.3%
+5,615.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.3% |
| 7D | -4.1% | -1.1% | -3.0% | -3.3% |
| 30D | +3.8% | -12.0% | +15.8% | +12.9% |
| 3M | +17.8% | -3.2% | +21.0% | +19.3% |
| 6M | +7.4% | -7.9% | +15.3% | +12.0% |
| YTD | -5.8% | +18.2% | -24.0% | -18.2% |
| 1Y | -18.9% | +6.7% | -25.5% | -24.6% |
| 3Y | +33.3% | +47.5% | -14.2% | -4.7% |
| 5Y | +2.7% | +39.5% | -36.8% | -22.1% |
| 10Y | +962.9% | +477.2% | +485.8% | +150.4% |
| All | +6,770.4% | +1,155.3% | +5,615.2% | +769.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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