+6,875.0%
MELI vs XLB
+304.8%
+6,570.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -1.6% |
| 7D | -1.9% | -0.2% | -1.6% | -1.6% |
| 30D | +5.8% | -1.7% | +7.5% | +8.0% |
| 3M | +19.5% | +4.4% | +15.1% | +13.6% |
| 6M | +7.7% | +5.0% | +2.7% | +1.0% |
| YTD | -4.4% | +15.5% | -19.8% | -19.8% |
| 1Y | -17.9% | +14.9% | -32.8% | -31.1% |
| 3Y | +34.9% | +34.5% | +0.3% | -8.4% |
| 5Y | +1.1% | +36.5% | -35.5% | -28.8% |
| 10Y | +955.8% | +159.6% | +796.2% | +234.7% |
| All | +6,875.0% | +304.8% | +6,570.3% | +1,250.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling