-35.4%
TLT vs MELI
+2.1%
-37.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -1.5% |
| 30D | -1.1% | +3.8% | -4.9% | -1.2% |
| 3M | -4.9% | +17.8% | -22.7% | -5.2% |
| 6M | -5.0% | +7.4% | -12.5% | -5.2% |
| YTD | -4.4% | -5.8% | +1.4% | -4.4% |
| 1Y | -6.4% | -18.9% | +12.5% | -6.2% |
| 3Y | -2.0% | +33.3% | -35.3% | -3.1% |
| All | -35.4% | +2.1% | -37.5% | -35.0% |
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