+966.1%
MELI vs BURL
+192.8%
+773.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -4.3% | -7.9% | +3.7% | -1.8% |
| 30D | -1.7% | -33.7% | +31.9% | +11.4% |
| 3M | +20.0% | -27.2% | +47.2% | +31.7% |
| 6M | +9.4% | -22.1% | +31.5% | +16.9% |
| YTD | -5.4% | -17.6% | +12.2% | -1.2% |
| 1Y | -18.8% | -14.9% | -4.0% | -17.3% |
| 3Y | +33.5% | +52.5% | -19.0% | +4.5% |
| 5Y | +3.2% | -17.1% | +20.3% | -4.9% |
| All | +966.1% | +192.8% | +773.3% | +589.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling