+33.3%
MELI vs BROS
+59.1%
-25.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -4.1% | -5.8% | +1.7% | -3.5% |
| 30D | +3.8% | -14.0% | +17.7% | +5.2% |
| 3M | +17.8% | -32.5% | +50.3% | +22.0% |
| 6M | +7.4% | -14.9% | +22.3% | +8.7% |
| YTD | -5.8% | -28.3% | +22.5% | -3.7% |
| 1Y | -18.9% | -34.0% | +15.1% | -16.8% |
| 3Y | +33.3% | +63.0% | -29.6% | +29.1% |
| All | +33.3% | +59.1% | -25.7% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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