+961.1%
MELI vs EFX
+42.6%
+918.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.8% |
| 7D | -4.1% | -4.5% | +0.5% | -1.8% |
| 30D | +3.8% | -6.1% | +9.9% | +6.9% |
| 3M | +17.8% | +6.2% | +11.6% | +13.1% |
| 6M | +7.4% | -11.2% | +18.6% | +12.3% |
| YTD | -5.8% | -21.4% | +15.6% | +3.6% |
| 1Y | -18.9% | -34.3% | +15.5% | -2.7% |
| 3Y | +33.3% | -12.5% | +45.9% | +25.7% |
| 5Y | +2.7% | -35.6% | +38.3% | +14.6% |
| All | +961.1% | +42.6% | +918.5% | +675.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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