+38.9%
QCOM vs MELI
-1.3%
+40.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.0% |
| 7D | +4.4% | -6.5% | +10.8% | +6.2% |
| 30D | +9.4% | +2.8% | +6.5% | +8.2% |
| 3M | -13.7% | +14.3% | -28.0% | -17.4% |
| 6M | +28.9% | +6.0% | +22.9% | +24.5% |
| YTD | +4.7% | -6.8% | +11.6% | +4.7% |
| 1Y | +13.5% | -20.9% | +34.4% | +18.5% |
| 3Y | +77.1% | +31.4% | +45.7% | +54.2% |
| 5Y | +38.9% | -0.4% | +39.3% | +14.3% |
| All | +38.9% | -1.3% | +40.2% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling