-17.9%
MELI vs BURL
-12.4%
-5.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.4% |
| 7D | -1.9% | -2.6% | +0.7% | -1.8% |
| 30D | +5.8% | -30.8% | +36.6% | +7.9% |
| 3M | +19.5% | -18.7% | +38.2% | +20.7% |
| 6M | +7.7% | -16.4% | +24.2% | +8.7% |
| YTD | -4.4% | -11.6% | +7.2% | -2.8% |
| 1Y | -17.9% | -12.0% | -5.9% | -17.8% |
| All | -17.9% | -12.4% | -5.6% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling