+2.4%
MELI vs ED
+67.9%
-65.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.1% | -0.8% | -3.3% | -4.1% |
| 30D | +3.8% | -0.4% | +4.2% | +3.8% |
| 3M | +17.8% | +0.5% | +17.4% | +17.8% |
| 6M | +7.4% | -3.1% | +10.6% | +7.5% |
| YTD | -5.8% | +9.8% | -15.6% | -6.4% |
| 1Y | -18.9% | +12.6% | -31.4% | -19.6% |
| 3Y | +33.3% | +31.4% | +1.9% | +28.3% |
| All | +2.4% | +67.9% | -65.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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