+1.3%
MELI vs BURL
-11.0%
+12.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -1.5% |
| 7D | +0.6% | -2.8% | +3.4% | +1.5% |
| 30D | +2.9% | -28.2% | +31.1% | +14.5% |
| 3M | +21.0% | -17.6% | +38.6% | +28.2% |
| 6M | +11.8% | -11.8% | +23.6% | +14.9% |
| YTD | -1.8% | -8.1% | +6.4% | -1.0% |
| 1Y | -18.2% | -12.0% | -6.2% | -17.4% |
| 3Y | +39.2% | +63.3% | -24.1% | +0.5% |
| All | +1.3% | -11.0% | +12.2% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling