+2.4%
MELI vs XYZ
-68.2%
+70.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -4.1% | -4.3% | +0.2% | -2.2% |
| 30D | +3.8% | +1.2% | +2.6% | +2.9% |
| 3M | +17.8% | +14.6% | +3.2% | +10.2% |
| 6M | +7.4% | +22.6% | -15.1% | -3.6% |
| YTD | -5.8% | +21.7% | -27.5% | -16.6% |
| 1Y | -18.9% | +6.7% | -25.6% | -24.4% |
| 3Y | +33.3% | +46.8% | -13.5% | -12.3% |
| All | +2.4% | -68.2% | +70.6% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling