+33.3%
MELI vs VICR
+209.3%
-175.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.6% | -1.6% |
| 7D | -4.1% | +5.0% | -9.1% | -4.6% |
| 30D | +3.8% | -12.5% | +16.3% | +4.7% |
| 3M | +17.8% | -33.6% | +51.4% | +21.0% |
| 6M | +7.4% | +10.7% | -3.2% | -0.5% |
| YTD | -5.8% | +80.6% | -86.4% | -20.3% |
| 1Y | -18.9% | +288.4% | -307.2% | -40.4% |
| 3Y | +33.3% | +213.8% | -180.5% | -5.7% |
| All | +33.3% | +209.3% | -175.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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