+338.7%
NEM vs MELI
+8,841.9%
-8,503.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -3.3% | -4.3% | +1.0% | -2.8% |
| 30D | +7.8% | -1.7% | +9.6% | +8.0% |
| 3M | +36.3% | +20.0% | +16.2% | +33.2% |
| 6M | +6.6% | +9.4% | -2.9% | +5.1% |
| YTD | +27.1% | -5.4% | +32.5% | +27.3% |
| 1Y | +62.3% | -18.8% | +81.2% | +64.9% |
| 3Y | +245.1% | +33.5% | +211.6% | +226.3% |
| 5Y | +154.0% | +3.2% | +150.8% | +137.4% |
| 10Y | +311.0% | +967.9% | -656.9% | +161.9% |
| All | +338.7% | +8,841.9% | -8,503.2% | +56.9% |
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