+37.0%
MELI vs AUR
-35.7%
+72.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.7% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | +3.8% | -6.4% | +10.2% | +4.6% |
| 3M | +17.8% | +7.7% | +10.1% | +14.9% |
| 6M | +7.4% | +44.5% | -37.1% | -2.2% |
| YTD | -5.8% | +67.4% | -73.3% | -17.1% |
| 1Y | -18.9% | +15.4% | -34.3% | -23.9% |
| 3Y | +33.3% | +94.8% | -61.5% | -9.4% |
| 5Y | +2.7% | -35.1% | +37.8% | -23.8% |
| All | +37.0% | -35.7% | +72.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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