+33.3%
MELI vs USHY
+27.0%
+6.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.1% | -0.7% | -3.4% | -2.5% |
| 30D | +3.8% | -0.7% | +4.5% | +5.5% |
| 3M | +17.8% | +0.1% | +17.8% | +17.7% |
| 6M | +7.4% | +1.8% | +5.7% | +3.2% |
| YTD | -5.8% | +1.8% | -7.6% | -9.5% |
| 1Y | -18.9% | +3.3% | -22.1% | -24.7% |
| 3Y | +33.3% | +27.0% | +6.4% | -24.6% |
| All | +33.3% | +27.0% | +6.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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