+618.3%
QCOM vs MELI
+6,896.4%
-6,278.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | +4.3% | -1.2% | +5.5% | +4.6% |
| 30D | -0.1% | -18.9% | +18.8% | +5.2% |
| 3M | +5.2% | -18.4% | +23.6% | +10.2% |
| 6M | -18.4% | -4.5% | -13.8% | -18.4% |
| YTD | +2.4% | -26.0% | +28.4% | +7.9% |
| 1Y | +0.9% | -26.6% | +27.5% | +6.3% |
| 3Y | +48.4% | +8.2% | +40.2% | +38.7% |
| 5Y | +16.6% | -6.6% | +23.2% | +5.5% |
| 10Y | +237.8% | +859.5% | -621.7% | +68.3% |
| All | +618.3% | +6,896.4% | -6,278.1% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling