+272.2%
QCOM vs MELI
+975.3%
-703.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +4.9% | -4.3% | +9.2% | +6.2% |
| 30D | +9.3% | -1.7% | +11.1% | +9.6% |
| 3M | -7.0% | +20.0% | -27.0% | -12.5% |
| 6M | +32.0% | +9.4% | +22.6% | +26.1% |
| YTD | +5.0% | -5.4% | +10.4% | +4.3% |
| 1Y | +13.6% | -18.8% | +32.4% | +17.6% |
| 3Y | +77.6% | +33.5% | +44.1% | +53.7% |
| 5Y | +38.2% | +3.2% | +35.0% | +18.4% |
| All | +272.2% | +975.3% | -703.1% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling