+21.5%
XLP vs MELI
-29.4%
+50.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -0.5% | -13.1% | +12.6% | -0.1% |
| 30D | +8.3% | -20.1% | +28.4% | +8.9% |
| 3M | +8.7% | -22.1% | +30.8% | +9.2% |
| 6M | +11.2% | -2.9% | +14.1% | +11.8% |
| YTD | +20.0% | -24.9% | +44.9% | +19.3% |
| All | +21.5% | -29.4% | +50.9% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling