+545.9%
XLI vs MELI
+8,800.3%
-8,254.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -1.7% | -4.1% | +2.4% | -0.9% |
| 30D | -7.3% | +3.8% | -11.0% | -8.0% |
| 3M | -1.3% | +17.8% | -19.2% | -4.7% |
| 6M | +2.2% | +7.4% | -5.2% | +0.1% |
| YTD | +11.7% | -5.8% | +17.5% | +11.7% |
| 1Y | +14.3% | -18.9% | +33.1% | +17.0% |
| 3Y | +70.3% | +33.3% | +37.0% | +55.3% |
| 5Y | +82.3% | +2.7% | +79.6% | +63.8% |
| 10Y | +258.4% | +962.9% | -704.5% | +82.3% |
| All | +545.9% | +8,800.3% | -8,254.5% | +78.4% |
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