+885.1%
MELI vs ELF
+317.0%
+568.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.9% |
| 7D | -6.5% | -6.8% | +0.3% | -5.4% |
| 30D | +2.8% | +5.1% | -2.2% | +2.0% |
| 3M | +14.3% | +79.8% | -65.4% | +3.3% |
| 6M | +6.0% | +29.7% | -23.7% | +0.5% |
| YTD | -6.8% | +31.6% | -38.5% | -12.6% |
| 1Y | -20.9% | -27.9% | +7.0% | -19.3% |
| 3Y | +31.4% | -26.4% | +57.8% | +23.2% |
| 5Y | -0.4% | +235.6% | -236.0% | -34.0% |
| All | +885.1% | +317.0% | +568.1% | +520.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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