+1,527.5%
META vs MELI
+2,686.4%
-1,159.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +4.8% | +2.9% | +1.9% | +3.6% |
| 3M | -1.6% | +21.0% | -22.6% | -7.7% |
| 6M | -7.5% | +11.8% | -19.3% | -11.5% |
| YTD | -6.4% | -1.8% | -4.6% | -7.1% |
| 1Y | -17.3% | -18.2% | +0.8% | -13.7% |
| 3Y | +109.9% | +39.2% | +70.8% | +78.5% |
| 5Y | +65.4% | +1.7% | +63.7% | +42.9% |
| 10Y | +391.8% | +967.1% | -575.3% | +100.9% |
| All | +1,527.5% | +2,686.4% | -1,159.0% | +402.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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