+278.4%
MELI vs TW
+206.7%
+71.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -4.1% | -4.5% | +0.4% | -1.7% |
| 30D | +3.8% | -2.3% | +6.0% | +4.8% |
| 3M | +17.8% | +2.6% | +15.3% | +14.6% |
| 6M | +7.4% | -17.5% | +25.0% | +17.2% |
| YTD | -5.8% | -5.3% | -0.5% | -6.0% |
| 1Y | -18.9% | -14.8% | -4.1% | -14.1% |
| 3Y | +33.3% | +18.8% | +14.5% | +7.4% |
| 5Y | +2.7% | +20.7% | -18.0% | -18.6% |
| All | +278.4% | +206.7% | +71.6% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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