+692.4%
XLY vs MELI
+8,800.3%
-8,107.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | -4.1% | +2.4% | -0.8% |
| 30D | -4.2% | +3.8% | -8.0% | -5.1% |
| 3M | -2.7% | +17.8% | -20.5% | -6.4% |
| 6M | -0.6% | +7.4% | -8.1% | -2.9% |
| YTD | -5.0% | -5.8% | +0.8% | -4.8% |
| 1Y | -4.1% | -18.9% | +14.8% | -1.2% |
| 3Y | +33.6% | +33.3% | +0.3% | +20.4% |
| 5Y | +28.7% | +2.7% | +26.0% | +15.4% |
| 10Y | +219.6% | +962.9% | -743.3% | +62.7% |
| All | +692.4% | +8,800.3% | -8,107.9% | +119.0% |
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 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