+33.3%
MELI vs BG
+18.0%
+15.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.5% |
| 7D | -4.1% | +3.1% | -7.2% | -4.1% |
| 30D | +3.8% | +10.2% | -6.5% | +3.7% |
| 3M | +17.8% | -1.7% | +19.5% | +18.1% |
| 6M | +7.4% | +1.0% | +6.5% | +7.4% |
| YTD | -5.8% | +39.9% | -45.7% | -7.6% |
| 1Y | -18.9% | +53.2% | -72.1% | -21.0% |
| 3Y | +33.3% | +16.3% | +17.1% | +29.2% |
| All | +33.3% | +18.0% | +15.4% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling