+33.3%
MELI vs EL
-34.0%
+67.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.5% |
| 7D | -4.1% | -6.5% | +2.4% | -3.4% |
| 30D | +3.8% | +11.1% | -7.4% | +2.5% |
| 3M | +17.8% | +10.7% | +7.1% | +16.4% |
| 6M | +7.4% | +6.9% | +0.6% | +5.8% |
| YTD | -5.8% | -6.3% | +0.5% | -6.6% |
| 1Y | -18.9% | +13.5% | -32.3% | -20.6% |
| 3Y | +33.3% | -33.1% | +66.4% | +37.7% |
| All | +33.3% | -34.0% | +67.3% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling