+3.2%
MELI vs XRT
-4.5%
+7.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.3% |
| 7D | -4.3% | -3.6% | -0.7% | -1.1% |
| 30D | -1.7% | -6.7% | +5.0% | +4.6% |
| 3M | +20.0% | -1.4% | +21.4% | +21.2% |
| 6M | +9.4% | +1.7% | +7.7% | +7.4% |
| YTD | -5.4% | -1.5% | -3.9% | -4.8% |
| 1Y | -18.8% | -2.5% | -16.4% | -18.0% |
| 3Y | +33.5% | +39.9% | -6.4% | -15.1% |
| 5Y | +3.2% | -2.6% | +5.8% | +1.4% |
| All | +3.2% | -4.5% | +7.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling