+176.9%
XLE vs MELI
+975.3%
-798.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | +0.5% | -4.3% | +4.7% | +1.0% |
| 30D | +6.6% | -1.7% | +8.3% | +6.7% |
| 3M | +12.3% | +20.0% | -7.7% | +9.3% |
| 6M | +18.4% | +9.4% | +9.0% | +16.2% |
| YTD | +47.2% | -5.4% | +52.6% | +46.9% |
| 1Y | +50.3% | -18.8% | +69.1% | +52.6% |
| 3Y | +55.3% | +33.5% | +21.8% | +44.3% |
| 5Y | +226.0% | +3.2% | +222.8% | +201.5% |
| All | +176.9% | +975.3% | -798.4% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling