+6,802.6%
MELI vs XPO
+9,885.2%
-3,082.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -4.3% | -1.3% | -2.9% | -3.9% |
| 30D | -1.7% | -10.4% | +8.6% | +0.9% |
| 3M | +20.0% | -15.7% | +35.7% | +24.9% |
| 6M | +9.4% | -6.3% | +15.8% | +10.3% |
| YTD | -5.4% | +34.2% | -39.5% | -14.3% |
| 1Y | -18.8% | +39.9% | -58.8% | -28.0% |
| 3Y | +33.5% | +155.2% | -121.8% | -5.6% |
| 5Y | +3.2% | +264.7% | -261.5% | -35.6% |
| 10Y | +967.9% | +1,500.1% | -532.1% | +344.3% |
| All | +6,802.6% | +9,885.2% | -3,082.6% | +1,511.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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