+636.0%
SCHW vs MELI
+8,841.9%
-8,205.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -2.8% | -4.3% | +1.5% | -1.7% |
| 30D | -0.1% | -1.7% | +1.7% | +0.2% |
| 3M | +20.6% | +20.0% | +0.6% | +14.6% |
| 6M | +15.9% | +9.4% | +6.5% | +12.1% |
| YTD | +8.5% | -5.4% | +13.9% | +8.4% |
| 1Y | +17.8% | -18.8% | +36.7% | +21.7% |
| 3Y | +88.5% | +33.5% | +55.1% | +66.3% |
| 5Y | +60.6% | +3.2% | +57.4% | +39.0% |
| 10Y | +298.0% | +967.9% | -669.9% | +48.7% |
| All | +636.0% | +8,841.9% | -8,205.9% | +18.3% |
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 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