+961.1%
MELI vs WYNN
+1.1%
+960.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -4.1% | -4.2% | +0.1% | -2.8% |
| 30D | +3.8% | -14.6% | +18.4% | +9.1% |
| 3M | +17.8% | -18.4% | +36.3% | +25.7% |
| 6M | +7.4% | -11.9% | +19.3% | +11.8% |
| YTD | -5.8% | -26.6% | +20.8% | +3.5% |
| 1Y | -18.9% | -28.5% | +9.7% | -10.6% |
| 3Y | +33.3% | -5.1% | +38.5% | +28.4% |
| 5Y | +2.7% | -10.5% | +13.2% | -3.2% |
| All | +961.1% | +1.1% | +960.0% | +719.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 10y: compounded portfolio wealth divided by compounded WYNN 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…
10y analysis · Full analysis span regression · 6 months rolling