+462.1%
XLP vs MELI
+6,890.5%
-6,428.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.4% |
| 7D | +2.3% | -10.3% | +12.7% | +3.3% |
| 30D | +9.1% | -21.1% | +30.3% | +11.3% |
| 3M | +7.9% | -18.3% | +26.2% | +9.5% |
| 6M | +9.6% | -8.7% | +18.3% | +10.1% |
| YTD | +19.4% | -26.0% | +45.5% | +21.8% |
| 1Y | +22.4% | -28.8% | +51.1% | +25.1% |
| 3Y | +43.2% | +8.4% | +34.8% | +39.0% |
| 5Y | +42.6% | -6.4% | +49.0% | +35.7% |
| 10Y | +135.4% | +818.3% | -682.9% | +72.1% |
| All | +462.1% | +6,890.5% | -6,428.4% | +214.5% |
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