+66.3%
MA vs MELI
-1.3%
+67.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.1% |
| 7D | -3.5% | -6.5% | +3.0% | -2.2% |
| 30D | +0.8% | +2.8% | -2.1% | 0.0% |
| 3M | +14.8% | +14.3% | +0.5% | +11.4% |
| 6M | +10.0% | +6.0% | +4.0% | +7.9% |
| YTD | -0.1% | -6.8% | +6.7% | +0.3% |
| 1Y | -2.2% | -20.9% | +18.7% | +1.0% |
| 3Y | +39.3% | +31.4% | +7.9% | +25.3% |
| 5Y | +66.3% | -0.4% | +66.7% | +47.0% |
| All | +66.3% | -1.3% | +67.7% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling