+966.1%
MELI vs THC
+1,021.1%
-55.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -4.3% | 0.0% | -4.2% | -4.3% |
| 30D | -1.7% | +1.5% | -3.3% | -2.2% |
| 3M | +20.0% | +59.9% | -39.9% | +8.5% |
| 6M | +9.4% | +11.0% | -1.5% | +6.2% |
| YTD | -5.4% | +32.6% | -37.9% | -11.8% |
| 1Y | -18.8% | +37.4% | -56.2% | -25.1% |
| 3Y | +33.5% | +252.5% | -219.1% | -2.0% |
| 5Y | +3.2% | +262.3% | -259.2% | -26.0% |
| All | +966.1% | +1,021.1% | -55.0% | +484.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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