+135.4%
EEM vs MELI
+8,841.9%
-8,706.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.6% |
| 7D | -0.7% | -4.3% | +3.6% | +0.4% |
| 30D | +2.4% | -1.7% | +4.1% | +2.6% |
| 3M | +4.2% | +20.0% | -15.9% | -1.2% |
| 6M | +14.8% | +9.4% | +5.3% | +11.0% |
| YTD | +23.1% | -5.4% | +28.5% | +23.1% |
| 1Y | +32.5% | -18.8% | +51.4% | +36.9% |
| 3Y | +85.9% | +33.5% | +52.4% | +62.4% |
| 5Y | +43.6% | +3.2% | +40.4% | +22.7% |
| 10Y | +127.2% | +967.9% | -840.7% | -14.9% |
| All | +135.4% | +8,841.9% | -8,706.5% | -66.4% |
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