-19.7%
TSCO vs MELI
+31.9%
-51.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -5.7% | -4.1% | -1.6% | -5.3% |
| 30D | -8.8% | +3.8% | -12.5% | -9.1% |
| 3M | +6.3% | +17.8% | -11.5% | +4.5% |
| 6M | -32.3% | +7.4% | -39.7% | -32.9% |
| YTD | -32.7% | -5.8% | -26.9% | -32.9% |
| 1Y | -43.7% | -18.9% | -24.8% | -43.2% |
| 3Y | -19.7% | +33.3% | -53.0% | -30.4% |
| All | -19.7% | +31.9% | -51.5% | -30.4% |
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