+32.0%
XLP vs MELI
-1.2%
+33.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.5% |
| 7D | -1.4% | -1.9% | +0.5% | -1.3% |
| 30D | -1.3% | +5.8% | -7.1% | -1.7% |
| 3M | +1.8% | +19.5% | -17.6% | +0.6% |
| 6M | -0.8% | +7.7% | -8.6% | -1.5% |
| YTD | +9.5% | -4.4% | +13.9% | +9.4% |
| 1Y | +7.2% | -17.9% | +25.1% | +8.0% |
| 3Y | +27.1% | +34.9% | -7.7% | +22.2% |
| 5Y | +32.0% | +1.1% | +31.0% | +23.9% |
| All | +32.0% | -1.2% | +33.2% | +23.9% |
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