+1.0%
XLU vs MELI
-24.4%
+25.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | +0.3% |
| 7D | +2.6% | +4.0% | -1.4% | +2.5% |
| 30D | +9.1% | -6.5% | +15.6% | +9.2% |
| 3M | -0.4% | -7.9% | +7.5% | -0.3% |
| 6M | -4.7% | -4.1% | -0.6% | -4.7% |
| YTD | +4.3% | -13.6% | +17.9% | +4.3% |
| 1Y | +1.0% | -24.5% | +25.5% | +1.8% |
| All | +1.0% | -24.4% | +25.3% | +1.8% |
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