+34.0%
MELI vs W
+34.3%
-0.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.0% |
| 7D | -4.3% | +0.5% | -4.7% | -4.3% |
| 30D | -1.7% | -5.6% | +3.8% | -1.0% |
| 3M | +20.0% | +41.9% | -21.9% | +12.7% |
| 6M | +9.4% | +30.2% | -20.8% | +3.5% |
| YTD | -5.4% | -2.9% | -2.4% | -7.4% |
| 1Y | -18.8% | +11.6% | -30.4% | -22.8% |
| All | +34.0% | +34.3% | -0.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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