+81.8%
XLI vs MELI
+2.1%
+79.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | -1.7% | -4.1% | +2.4% | -1.0% |
| 30D | -7.3% | +3.8% | -11.0% | -7.9% |
| 3M | -1.3% | +17.8% | -19.2% | -4.1% |
| 6M | +2.2% | +7.4% | -5.2% | +0.5% |
| YTD | +11.7% | -5.8% | +17.5% | +11.7% |
| 1Y | +14.3% | -18.9% | +33.1% | +16.5% |
| 3Y | +70.3% | +33.3% | +37.0% | +57.5% |
| All | +81.8% | +2.1% | +79.8% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling