+2.4%
MELI vs WYNN
-11.0%
+13.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -4.1% | -4.2% | +0.1% | -2.2% |
| 30D | +3.8% | -14.6% | +18.4% | +11.3% |
| 3M | +17.8% | -18.4% | +36.3% | +28.8% |
| 6M | +7.4% | -11.9% | +19.3% | +13.5% |
| YTD | -5.8% | -26.6% | +20.8% | +7.2% |
| 1Y | -18.9% | -28.5% | +9.7% | -7.4% |
| 3Y | +33.3% | -5.1% | +38.5% | +23.3% |
| All | +2.4% | -11.0% | +13.4% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling