+34.0%
MELI vs XLB
+30.6%
+3.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.3% |
| 7D | -4.3% | -3.5% | -0.7% | -2.3% |
| 30D | -1.7% | -4.7% | +2.9% | +1.0% |
| 3M | +20.0% | +2.7% | +17.3% | +18.2% |
| 6M | +9.4% | +2.6% | +6.8% | +7.6% |
| YTD | -5.4% | +12.8% | -18.2% | -12.1% |
| 1Y | -18.8% | +14.0% | -32.8% | -25.2% |
| All | +34.0% | +30.6% | +3.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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