+2.4%
MELI vs UMC
+143.5%
-141.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.3% |
| 7D | -4.1% | +9.0% | -13.1% | -7.2% |
| 30D | +3.8% | +17.2% | -13.5% | -2.5% |
| 3M | +17.8% | +11.4% | +6.4% | +7.3% |
| 6M | +7.4% | +137.5% | -130.1% | -33.9% |
| YTD | -5.8% | +193.1% | -198.9% | -49.9% |
| 1Y | -18.9% | +240.3% | -259.2% | -60.4% |
| 3Y | +33.3% | +262.2% | -228.9% | -42.8% |
| All | +2.4% | +143.5% | -141.1% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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