+74.8%
QCOM vs MELI
+34.1%
+40.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +3.7% |
| 7D | +5.1% | -1.9% | +7.0% | +5.4% |
| 30D | +4.3% | +5.8% | -1.5% | +2.8% |
| 3M | -19.6% | +19.5% | -39.1% | -23.2% |
| 6M | +29.5% | +7.7% | +21.7% | +25.6% |
| YTD | +3.4% | -4.4% | +7.7% | +3.5% |
| 1Y | +10.9% | -17.9% | +28.8% | +15.7% |
| 3Y | +74.8% | +34.9% | +39.9% | +48.5% |
| All | +74.8% | +34.1% | +40.7% | +48.5% |
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