+6,802.6%
MELI vs EFV
+140.4%
+6,662.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.9% |
| 7D | -4.3% | -2.0% | -2.3% | -2.0% |
| 30D | -1.7% | -0.2% | -1.6% | -1.5% |
| 3M | +20.0% | +9.1% | +10.9% | +8.6% |
| 6M | +9.4% | +11.7% | -2.3% | -3.8% |
| YTD | -5.4% | +17.0% | -22.4% | -21.4% |
| 1Y | -18.8% | +26.7% | -45.6% | -38.5% |
| 3Y | +33.5% | +90.2% | -56.7% | -37.5% |
| 5Y | +3.2% | +96.1% | -92.9% | -51.2% |
| 10Y | +967.9% | +164.5% | +803.4% | +255.9% |
| All | +6,802.6% | +140.4% | +6,662.2% | +2,822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling