+1,397.4%
MELI vs Z
+13.0%
+1,384.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.5% |
| 7D | -4.3% | -11.6% | +7.3% | -0.4% |
| 30D | -1.7% | -8.5% | +6.7% | +0.9% |
| 3M | +20.0% | -7.9% | +27.9% | +22.3% |
| 6M | +9.4% | -29.1% | +38.5% | +21.1% |
| YTD | -5.4% | -54.2% | +48.8% | +19.5% |
| 1Y | -18.8% | -63.5% | +44.7% | +9.8% |
| 3Y | +33.5% | -38.6% | +72.1% | +38.5% |
| 5Y | +3.2% | -66.0% | +69.2% | +20.7% |
| 10Y | +967.9% | -6.5% | +974.4% | +800.9% |
| All | +1,397.4% | +13.0% | +1,384.4% | +1,018.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling