+231.9%
MELI vs TXG
+27.0%
+204.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.4% |
| 7D | -4.1% | +9.5% | -13.6% | -6.7% |
| 30D | +3.8% | +18.8% | -15.0% | -1.7% |
| 3M | +17.8% | +136.1% | -118.3% | -10.7% |
| 6M | +7.4% | +235.2% | -227.8% | -27.9% |
| YTD | -5.8% | +320.5% | -326.3% | -41.9% |
| 1Y | -18.9% | +425.2% | -444.0% | -54.9% |
| 3Y | +33.3% | +42.9% | -9.6% | +3.9% |
| 5Y | +2.7% | -62.8% | +65.5% | +17.0% |
| All | +231.9% | +27.0% | +204.8% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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