+6,694.3%
MELI vs ELV
+579.0%
+6,115.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.1% |
| 7D | -6.5% | -2.2% | -4.3% | -5.7% |
| 30D | +2.8% | -0.2% | +3.1% | +2.8% |
| 3M | +14.3% | -6.1% | +20.4% | +16.4% |
| 6M | +6.0% | +42.8% | -36.8% | -9.3% |
| YTD | -6.8% | +14.4% | -21.2% | -14.1% |
| 1Y | -20.9% | +28.6% | -49.5% | -31.0% |
| 3Y | +31.4% | -7.4% | +38.8% | +25.4% |
| 5Y | -0.4% | +14.5% | -14.8% | -15.0% |
| 10Y | +951.2% | +257.4% | +693.7% | +356.2% |
| All | +6,694.3% | +579.0% | +6,115.2% | +1,279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling