+961.1%
MELI vs EFV
+169.9%
+791.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.6% |
| 7D | -4.1% | -0.8% | -3.3% | -3.3% |
| 30D | +3.8% | +0.6% | +3.1% | +3.1% |
| 3M | +17.8% | +7.5% | +10.3% | +8.8% |
| 6M | +7.4% | +13.0% | -5.6% | -6.2% |
| YTD | -5.8% | +18.3% | -24.1% | -22.1% |
| 1Y | -18.9% | +26.7% | -45.6% | -37.9% |
| 3Y | +33.3% | +89.6% | -56.2% | -36.3% |
| 5Y | +2.7% | +98.2% | -95.5% | -52.0% |
| All | +961.1% | +169.9% | +791.2% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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