+6,802.6%
MELI vs EL
+497.0%
+6,305.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.8% |
| 7D | -4.3% | -4.4% | +0.1% | -2.1% |
| 30D | -1.7% | +10.3% | -12.0% | -7.1% |
| 3M | +20.0% | +13.4% | +6.7% | +11.4% |
| 6M | +9.4% | +3.1% | +6.3% | +4.8% |
| YTD | -5.4% | -6.9% | +1.6% | -6.9% |
| 1Y | -18.8% | +11.9% | -30.8% | -28.6% |
| 3Y | +33.5% | -33.8% | +67.3% | +34.0% |
| 5Y | +3.2% | -69.0% | +72.1% | +73.5% |
| 10Y | +967.9% | +25.3% | +942.6% | +537.9% |
| All | +6,802.6% | +497.0% | +6,305.6% | +1,139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling