+247.9%
SOXX vs MELI
+2.1%
+245.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +1.4% | -4.1% | +5.5% | +2.7% |
| 30D | -3.6% | +3.8% | -7.4% | -5.1% |
| 3M | -10.2% | +17.8% | -28.0% | -15.8% |
| 6M | +54.2% | +7.4% | +46.8% | +47.7% |
| YTD | +75.2% | -5.8% | +81.0% | +74.4% |
| 1Y | +107.5% | -18.9% | +126.4% | +115.9% |
| 3Y | +226.8% | +33.3% | +193.4% | +175.4% |
| All | +247.9% | +2.1% | +245.8% | +193.9% |
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