+33.3%
MELI vs EFV
+90.2%
-56.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.6% |
| 30D | +3.8% | +0.6% | +3.1% | +3.4% |
| 3M | +17.8% | +7.5% | +10.3% | +12.1% |
| 6M | +7.4% | +13.0% | -5.6% | -1.5% |
| YTD | -5.8% | +18.3% | -24.1% | -16.6% |
| 1Y | -18.9% | +26.7% | -45.6% | -31.6% |
| 3Y | +33.3% | +89.6% | -56.2% | -20.4% |
| All | +33.3% | +90.2% | -56.9% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling