+320.6%
XLU vs MELI
+8,800.3%
-8,479.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -1.2% |
| 30D | -3.3% | +3.8% | -7.1% | -3.7% |
| 3M | -3.2% | +17.8% | -21.0% | -4.9% |
| 6M | -7.0% | +7.4% | -14.4% | -8.0% |
| YTD | +0.6% | -5.8% | +6.4% | +0.6% |
| 1Y | +2.4% | -18.9% | +21.3% | +3.6% |
| 3Y | +46.3% | +33.3% | +12.9% | +39.0% |
| 5Y | +44.0% | +2.7% | +41.3% | +35.4% |
| 10Y | +140.1% | +962.9% | -822.9% | +64.7% |
| All | +320.6% | +8,800.3% | -8,479.7% | +90.6% |
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