+3.2%
MELI vs TXT
+10.7%
-7.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -4.3% | -0.2% | -4.0% | -4.2% |
| 30D | -1.7% | -10.2% | +8.5% | +4.6% |
| 3M | +20.0% | -13.3% | +33.3% | +29.4% |
| 6M | +9.4% | -14.4% | +23.8% | +18.2% |
| YTD | -5.4% | -9.1% | +3.7% | -2.3% |
| 1Y | -18.8% | -2.2% | -16.7% | -20.8% |
| 3Y | +33.5% | +5.1% | +28.4% | +11.6% |
| 5Y | +3.2% | +12.8% | -9.6% | -20.4% |
| All | +3.2% | +10.7% | -7.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling