+42.8%
XLP vs MELI
-8.5%
+51.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +0.1% | -8.6% | +8.7% | +0.6% |
| 30D | +8.9% | -18.9% | +27.8% | +10.3% |
| 3M | +7.5% | -15.8% | +23.3% | +8.5% |
| 6M | +9.4% | -6.1% | +15.6% | +9.6% |
| YTD | +19.3% | -23.9% | +43.2% | +20.7% |
| 1Y | +21.7% | -27.3% | +49.0% | +23.5% |
| 3Y | +44.0% | +14.3% | +29.7% | +39.6% |
| 5Y | +42.8% | -10.4% | +53.1% | +35.0% |
| All | +42.8% | -8.5% | +51.3% | +35.0% |
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