+9.8%
MELI vs BURL
+86.7%
-76.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -7.1% | +4.1% | -11.1% | -7.5% |
| 30D | -19.4% | -9.5% | -9.9% | -18.3% |
| 3M | -17.5% | -33.5% | +16.0% | -13.1% |
| 6M | -18.0% | -22.1% | +4.1% | -15.7% |
| YTD | -25.0% | -14.6% | -10.5% | -24.0% |
| 1Y | -29.1% | -8.4% | -20.7% | -29.0% |
| 3Y | +9.8% | +86.6% | -76.7% | +4.1% |
| All | +9.8% | +86.7% | -76.9% | +4.1% |
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 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