+966.1%
MELI vs USFD
+310.2%
+655.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.0% |
| 7D | -4.3% | -8.0% | +3.7% | -1.8% |
| 30D | -1.7% | -13.1% | +11.3% | +2.6% |
| 3M | +20.0% | +6.5% | +13.5% | +17.2% |
| 6M | +9.4% | +5.7% | +3.7% | +6.9% |
| YTD | -5.4% | +27.5% | -32.9% | -13.4% |
| 1Y | -18.8% | +23.4% | -42.3% | -25.1% |
| 3Y | +33.5% | +146.4% | -113.0% | -1.6% |
| 5Y | +3.2% | +196.8% | -193.6% | -26.9% |
| All | +966.1% | +310.2% | +655.9% | +577.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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