+283.1%
XOM vs MELI
+8,800.3%
-8,517.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +4.1% | -4.1% | +8.2% | +4.7% |
| 30D | +4.6% | +3.8% | +0.8% | +3.9% |
| 3M | +14.0% | +17.8% | -3.9% | +11.0% |
| 6M | +11.0% | +7.4% | +3.5% | +8.9% |
| YTD | +40.7% | -5.8% | +46.5% | +40.3% |
| 1Y | +52.3% | -18.9% | +71.2% | +54.5% |
| 3Y | +60.5% | +33.3% | +27.1% | +48.2% |
| 5Y | +266.4% | +2.7% | +263.7% | +233.4% |
| 10Y | +194.4% | +962.9% | -768.5% | +64.6% |
| All | +283.1% | +8,800.3% | -8,517.3% | +21.0% |
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