+7,063.7%
MELI vs THC
+1,309.8%
+5,753.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +2.9% | +1.3% | +1.6% | +2.5% |
| 3M | +21.0% | +64.2% | -43.2% | +7.0% |
| 6M | +11.8% | +8.3% | +3.6% | +8.6% |
| YTD | -1.8% | +33.4% | -35.2% | -9.7% |
| 1Y | -18.2% | +37.7% | -55.8% | -25.4% |
| 3Y | +39.2% | +236.8% | -197.6% | -1.3% |
| 5Y | +1.7% | +249.3% | -247.6% | -29.8% |
| 10Y | +967.1% | +995.2% | -28.2% | +361.9% |
| All | +7,063.7% | +1,309.8% | +5,753.9% | +2,010.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling