+3.2%
MELI vs ECL
+26.5%
-23.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | -4.3% | -2.6% | -1.6% | -2.4% |
| 30D | -1.7% | -4.6% | +2.8% | +1.8% |
| 3M | +20.0% | +6.0% | +14.0% | +14.9% |
| 6M | +9.4% | -3.0% | +12.4% | +11.3% |
| YTD | -5.4% | +4.0% | -9.4% | -9.1% |
| 1Y | -18.8% | +2.0% | -20.9% | -21.5% |
| 3Y | +33.5% | +53.9% | -20.4% | -16.1% |
| 5Y | +3.2% | +27.1% | -24.0% | -26.2% |
| All | +3.2% | +26.5% | -23.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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