+141.4%
XLC vs MELI
+568.8%
-427.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.2% |
| 7D | +0.6% | -1.9% | +2.5% | +1.0% |
| 30D | +0.2% | +5.8% | -5.6% | -1.3% |
| 3M | +0.6% | +19.5% | -18.8% | -3.9% |
| 6M | -4.5% | +7.7% | -12.2% | -7.0% |
| YTD | -4.7% | -4.4% | -0.3% | -4.9% |
| 1Y | -1.7% | -17.9% | +16.3% | +1.2% |
| 3Y | +72.3% | +34.9% | +37.4% | +51.7% |
| 5Y | +37.8% | +1.1% | +36.7% | +20.2% |
| All | +141.4% | +568.8% | -427.5% | +22.2% |
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