+927.9%
WMT vs MELI
+8,800.3%
-7,872.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -4.1% | +4.1% | +0.3% |
| 30D | -7.4% | +3.8% | -11.2% | -7.7% |
| 3M | -10.9% | +17.8% | -28.7% | -12.1% |
| 6M | -12.7% | +7.4% | -20.1% | -13.4% |
| YTD | -3.2% | -5.8% | +2.6% | -3.3% |
| 1Y | +5.3% | -18.9% | +24.1% | +6.1% |
| 3Y | +101.9% | +33.3% | +68.5% | +93.9% |
| 5Y | +134.6% | +2.7% | +131.9% | +123.5% |
| 10Y | +440.4% | +962.9% | -522.6% | +311.1% |
| All | +927.9% | +8,800.3% | -7,872.5% | +483.7% |
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