+153.2%
UPS vs MELI
+8,935.8%
-8,782.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | -2.3% | +5.8% | -8.1% | -3.3% |
| 3M | -5.2% | +19.5% | -24.7% | -8.0% |
| 6M | +1.4% | +7.7% | -6.3% | -0.3% |
| YTD | +6.1% | -4.4% | +10.5% | +6.0% |
| 1Y | +27.0% | -17.9% | +44.9% | +29.4% |
| 3Y | -25.9% | +34.9% | -60.8% | -31.7% |
| 5Y | -34.6% | +1.1% | -35.6% | -40.1% |
| 10Y | +36.2% | +955.8% | -919.6% | -20.6% |
| All | +153.2% | +8,935.8% | -8,782.6% | -12.6% |
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