+2.4%
MELI vs Z
-64.7%
+67.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.9% |
| 7D | -4.1% | -6.0% | +1.9% | -2.1% |
| 30D | +3.8% | -2.3% | +6.1% | +4.2% |
| 3M | +17.8% | -0.6% | +18.5% | +17.0% |
| 6M | +7.4% | -27.6% | +35.0% | +19.0% |
| YTD | -5.8% | -52.4% | +46.6% | +19.9% |
| 1Y | -18.9% | -63.6% | +44.7% | +13.3% |
| 3Y | +33.3% | -36.4% | +69.7% | +33.3% |
| All | +2.4% | -64.7% | +67.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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