+72.3%
TLT vs MELI
+8,935.8%
-8,863.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.1% |
| 7D | +0.4% | -1.9% | +2.3% | +0.3% |
| 30D | -0.3% | +5.8% | -6.1% | 0.0% |
| 3M | -1.7% | +19.5% | -21.2% | -0.9% |
| 6M | -4.9% | +7.7% | -12.6% | -4.5% |
| YTD | -2.8% | -4.4% | +1.6% | -2.8% |
| 1Y | -4.2% | -17.9% | +13.7% | -4.7% |
| 3Y | -1.1% | +34.9% | -36.0% | +1.1% |
| 5Y | -33.7% | +1.1% | -34.8% | -32.3% |
| 10Y | -20.7% | +955.8% | -976.5% | -2.4% |
| All | +72.3% | +8,935.8% | -8,863.5% | +162.7% |
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