-18.2%
MELI vs XYL
-23.4%
+5.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +0.6% | -5.0% | +5.7% | +2.3% |
| 30D | +2.9% | -13.2% | +16.1% | +7.8% |
| 3M | +21.0% | -3.7% | +24.7% | +22.6% |
| 6M | +11.8% | -17.7% | +29.5% | +16.8% |
| YTD | -1.8% | -21.5% | +19.7% | +2.8% |
| 1Y | -18.2% | -24.5% | +6.3% | -11.6% |
| All | -18.2% | -23.4% | +5.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling