+961.1%
MELI vs ELV
+280.2%
+680.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.1% | +3.2% | -7.3% | -4.9% |
| 30D | +3.8% | +5.4% | -1.6% | +2.3% |
| 3M | +17.8% | +5.4% | +12.5% | +15.7% |
| 6M | +7.4% | +45.7% | -38.3% | -3.9% |
| YTD | -5.8% | +21.2% | -27.0% | -12.2% |
| 1Y | -18.9% | +35.6% | -54.5% | -27.1% |
| 3Y | +33.3% | -2.0% | +35.3% | +28.0% |
| 5Y | +2.7% | +26.0% | -23.3% | -10.2% |
| All | +961.1% | +280.2% | +680.9% | +599.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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