+33.0%
TMUS vs MELI
+30.4%
+2.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.2% |
| 7D | -5.3% | -6.5% | +1.2% | -4.9% |
| 30D | +0.1% | +2.8% | -2.8% | -0.1% |
| 3M | -0.6% | +14.3% | -14.9% | -1.5% |
| 6M | -17.5% | +6.0% | -23.6% | -18.0% |
| YTD | -11.3% | -6.8% | -4.4% | -11.1% |
| 1Y | -25.4% | -20.9% | -4.5% | -24.3% |
| All | +33.0% | +30.4% | +2.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling