-31.7%
NKE vs MELI
-24.4%
-7.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +4.3% |
| 7D | +9.0% | +4.0% | +5.0% | +8.2% |
| 30D | +19.2% | -6.5% | +25.7% | +20.6% |
| 3M | -1.5% | -7.9% | +6.4% | -0.2% |
| 6M | -4.2% | -4.1% | -0.1% | -4.6% |
| YTD | -34.8% | -13.6% | -21.1% | -35.2% |
| 1Y | -31.7% | -24.5% | -7.2% | -31.4% |
| All | -31.7% | -24.4% | -7.3% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling