+6,802.6%
MELI vs XHB
+327.7%
+6,474.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +3.3% |
| 7D | -4.3% | -5.2% | +1.0% | -0.4% |
| 30D | -1.7% | -12.1% | +10.4% | +8.1% |
| 3M | +20.0% | -6.2% | +26.2% | +25.0% |
| 6M | +9.4% | -6.7% | +16.1% | +13.8% |
| YTD | -5.4% | -5.5% | +0.1% | -3.3% |
| 1Y | -18.8% | -15.6% | -3.2% | -10.5% |
| 3Y | +33.5% | +22.0% | +11.5% | +3.4% |
| 5Y | +3.2% | +31.8% | -28.6% | -21.9% |
| 10Y | +967.9% | +208.1% | +759.8% | +311.1% |
| All | +6,802.6% | +327.7% | +6,474.8% | +1,466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling