-28.3%
ON vs MELI
+32.5%
-60.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -4.7% | -4.3% | -0.5% | -3.7% |
| 30D | -13.5% | -1.7% | -11.7% | -13.4% |
| 3M | -36.3% | +20.0% | -56.3% | -40.1% |
| 6M | +17.8% | +9.4% | +8.3% | +12.5% |
| YTD | +29.6% | -5.4% | +34.9% | +29.3% |
| 1Y | +45.8% | -18.8% | +64.6% | +52.8% |
| All | -28.3% | +32.5% | -60.8% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling