+6,770.4%
MELI vs UMC
+1,090.3%
+5,680.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.4% |
| 7D | -4.1% | +9.0% | -13.1% | -7.5% |
| 30D | +3.8% | +17.2% | -13.5% | -3.0% |
| 3M | +17.8% | +11.4% | +6.4% | +7.6% |
| 6M | +7.4% | +137.5% | -130.1% | -30.2% |
| YTD | -5.8% | +193.1% | -198.9% | -45.1% |
| 1Y | -18.9% | +240.3% | -259.2% | -55.7% |
| 3Y | +33.3% | +262.2% | -228.9% | -31.9% |
| 5Y | +2.7% | +143.1% | -140.4% | -38.0% |
| 10Y | +962.9% | +1,853.0% | -890.1% | +134.3% |
| All | +6,770.4% | +1,090.3% | +5,680.2% | +1,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling