-18.2%
MELI vs XYZ
+9.3%
-27.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | +2.9% | -1.7% | +4.6% | +3.3% |
| 3M | +21.0% | +16.7% | +4.3% | +15.7% |
| 6M | +11.8% | +26.9% | -15.0% | +3.7% |
| YTD | -1.8% | +27.1% | -28.9% | -7.7% |
| 1Y | -18.2% | +9.3% | -27.4% | -17.6% |
| All | -18.2% | +9.3% | -27.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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