-20.7%
TLT vs MELI
+970.3%
-991.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -1.6% |
| 30D | -1.1% | +3.8% | -4.9% | -1.1% |
| 3M | -4.9% | +17.8% | -22.7% | -4.8% |
| 6M | -5.0% | +7.4% | -12.5% | -5.0% |
| YTD | -4.4% | -5.8% | +1.4% | -4.4% |
| 1Y | -6.4% | -18.9% | +12.5% | -6.5% |
| 3Y | -2.0% | +33.3% | -35.3% | -1.8% |
| 5Y | -35.0% | +2.7% | -37.7% | -35.2% |
| All | -20.7% | +970.3% | -991.0% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling