+237.5%
XLE vs MELI
+9,180.3%
-8,942.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +11.8% | +2.9% | +8.9% | +10.9% |
| 3M | +9.8% | +21.0% | -11.2% | +5.2% |
| 6M | +15.6% | +11.8% | +3.7% | +11.6% |
| YTD | +45.3% | -1.8% | +47.0% | +43.5% |
| 1Y | +48.3% | -18.2% | +66.5% | +51.2% |
| 3Y | +55.4% | +39.2% | +16.3% | +37.7% |
| 5Y | +216.1% | +1.7% | +214.4% | +177.4% |
| 10Y | +178.4% | +967.1% | -788.7% | +21.3% |
| All | +237.5% | +9,180.3% | -8,942.8% | -34.1% |
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