+8.2%
MELI vs BURL
+87.4%
-79.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.6% |
| 7D | -1.2% | -1.6% | +0.4% | -1.0% |
| 30D | -18.9% | -7.7% | -11.2% | -18.0% |
| 3M | -18.4% | -31.7% | +13.2% | -14.3% |
| 6M | -4.5% | -15.2% | +10.6% | -3.0% |
| YTD | -26.0% | -15.9% | -10.0% | -24.7% |
| 1Y | -26.6% | -14.2% | -12.4% | -25.8% |
| 3Y | +8.2% | +93.5% | -85.3% | +3.4% |
| All | +8.2% | +87.4% | -79.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling