+33.3%
MELI vs VALE
+45.4%
-12.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | +3.8% | +8.6% | -4.9% | +2.0% |
| 3M | +17.8% | +2.0% | +15.9% | +17.1% |
| 6M | +7.4% | +2.1% | +5.3% | +6.3% |
| YTD | -5.8% | +20.2% | -26.0% | -11.0% |
| 1Y | -18.9% | +55.2% | -74.0% | -27.9% |
| 3Y | +33.3% | +45.9% | -12.5% | +14.9% |
| All | +33.3% | +45.4% | -12.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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