+3,160.9%
MELI vs XYL
+454.2%
+2,706.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | -4.3% | -1.2% | -3.0% | -3.7% |
| 30D | -1.7% | -13.2% | +11.4% | +6.3% |
| 3M | +20.0% | -0.2% | +20.2% | +19.4% |
| 6M | +9.4% | -12.5% | +21.9% | +17.2% |
| YTD | -5.4% | -20.9% | +15.5% | +6.6% |
| 1Y | -18.8% | -21.6% | +2.7% | -8.4% |
| 3Y | +33.5% | +16.1% | +17.3% | +15.7% |
| 5Y | +3.2% | -15.6% | +18.8% | +6.3% |
| 10Y | +967.9% | +147.7% | +820.2% | +505.8% |
| All | +3,160.9% | +454.2% | +2,706.7% | +1,203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling