+966.1%
MELI vs CAPR
-78.6%
+1,044.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.7% |
| 7D | -4.3% | -10.6% | +6.3% | -4.1% |
| 30D | -1.7% | +111.2% | -112.9% | -3.1% |
| 3M | +20.0% | -67.2% | +87.3% | +20.7% |
| 6M | +9.4% | -75.1% | +84.6% | +10.5% |
| YTD | -5.4% | -71.2% | +65.9% | -4.7% |
| 1Y | -18.8% | +31.1% | -50.0% | -23.3% |
| 3Y | +33.5% | +31.3% | +2.1% | +21.6% |
| 5Y | +3.2% | +69.4% | -66.2% | -7.9% |
| All | +966.1% | -78.6% | +1,044.7% | +789.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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