+34.0%
MELI vs ECHO
+408.9%
-374.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -4.3% | +2.3% | -6.6% | -4.4% |
| 30D | -1.7% | +4.4% | -6.1% | -2.0% |
| 3M | +20.0% | -20.3% | +40.3% | +21.2% |
| 6M | +9.4% | -15.3% | +24.8% | +9.9% |
| YTD | -5.4% | -15.5% | +10.1% | -5.0% |
| 1Y | -18.8% | +15.0% | -33.8% | -19.9% |
| All | +34.0% | +408.9% | -374.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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