-18.9%
MELI vs XYL
-21.4%
+2.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.1% | +1.2% | -5.3% | -4.5% |
| 30D | +3.8% | -11.9% | +15.7% | +8.3% |
| 3M | +17.8% | -1.5% | +19.4% | +18.5% |
| 6M | +7.4% | -11.9% | +19.3% | +10.8% |
| YTD | -5.8% | -20.6% | +14.8% | -1.8% |
| 1Y | -18.9% | -23.5% | +4.7% | -8.6% |
| All | -18.9% | -21.4% | +2.6% | -8.6% |
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