+961.1%
MELI vs XHB
+215.4%
+745.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.6% |
| 7D | -4.1% | -4.6% | +0.5% | -0.8% |
| 30D | +3.8% | -9.1% | +12.9% | +11.1% |
| 3M | +17.8% | -8.6% | +26.4% | +25.0% |
| 6M | +7.4% | -4.0% | +11.5% | +9.3% |
| YTD | -5.8% | -3.9% | -1.9% | -5.0% |
| 1Y | -18.9% | -16.5% | -2.4% | -9.9% |
| 3Y | +33.3% | +22.6% | +10.8% | +0.1% |
| 5Y | +2.7% | +33.9% | -31.2% | -27.8% |
| All | +961.1% | +215.4% | +745.7% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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