+8.2%
MELI vs USFD
+156.3%
-148.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | -18.9% | +10.2% | -29.1% | -21.0% |
| 3M | -18.4% | -1.5% | -16.9% | -18.1% |
| 6M | -4.5% | +27.3% | -31.9% | -11.3% |
| YTD | -26.0% | +44.0% | -69.9% | -35.2% |
| 1Y | -26.6% | +50.4% | -76.9% | -36.8% |
| 3Y | +8.2% | +153.6% | -145.4% | -16.2% |
| All | +8.2% | +156.3% | -148.0% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling