+33.3%
MELI vs BRO
-7.6%
+41.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.1% | -7.3% | +3.2% | -2.2% |
| 30D | +3.8% | -6.9% | +10.6% | +5.7% |
| 3M | +17.8% | +10.7% | +7.2% | +14.8% |
| 6M | +7.4% | -2.7% | +10.1% | +7.3% |
| YTD | -5.8% | -16.3% | +10.5% | -2.9% |
| 1Y | -18.9% | -29.1% | +10.2% | -13.0% |
| 3Y | +33.3% | -7.8% | +41.2% | +24.1% |
| All | +33.3% | -7.6% | +41.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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