+961.1%
MELI vs EL
+26.1%
+935.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | -4.1% | -6.5% | +2.4% | -1.6% |
| 30D | +3.8% | +11.1% | -7.4% | -0.7% |
| 3M | +17.8% | +10.7% | +7.1% | +12.6% |
| 6M | +7.4% | +6.9% | +0.6% | +2.9% |
| YTD | -5.8% | -6.3% | +0.5% | -6.8% |
| 1Y | -18.9% | +13.5% | -32.3% | -26.4% |
| 3Y | +33.3% | -33.1% | +66.4% | +39.4% |
| 5Y | +2.7% | -68.8% | +71.5% | +73.8% |
| All | +961.1% | +26.1% | +935.0% | +783.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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