+6,694.2%
MELI vs DLR
+920.5%
+5,773.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -6.5% | +2.9% | -9.4% | -8.0% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | +14.3% | +2.9% | +11.4% | +10.9% |
| 6M | +6.0% | +6.7% | -0.6% | +0.7% |
| YTD | -6.8% | +23.9% | -30.7% | -19.0% |
| 1Y | -20.9% | +18.6% | -39.6% | -30.1% |
| 3Y | +31.4% | +59.7% | -28.3% | -5.5% |
| 5Y | -0.4% | +42.1% | -42.4% | -23.9% |
| 10Y | +951.2% | +176.7% | +774.5% | +410.9% |
| All | +6,694.2% | +920.5% | +5,773.7% | +1,200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 all: compounded portfolio wealth divided by compounded DLR 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…
all analysis · Full analysis span regression · 6 months rolling