+1,647.4%
QQQ vs MELI
+8,841.9%
-7,194.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | -1.3% | -4.3% | +3.0% | -0.3% |
| 30D | -1.4% | -1.7% | +0.4% | -1.2% |
| 3M | +2.3% | +20.0% | -17.7% | -2.5% |
| 6M | +16.9% | +9.4% | +7.5% | +13.3% |
| YTD | +15.6% | -5.4% | +21.0% | +15.5% |
| 1Y | +22.6% | -18.8% | +41.5% | +26.3% |
| 3Y | +93.5% | +33.5% | +60.1% | +73.1% |
| 5Y | +93.9% | +3.2% | +90.7% | +72.4% |
| 10Y | +564.6% | +967.9% | -403.3% | +228.0% |
| All | +1,647.4% | +8,841.9% | -7,194.5% | +364.2% |
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