+33.3%
MELI vs EMR
+62.0%
-28.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -1.3% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | +3.8% | -6.8% | +10.6% | +6.0% |
| 3M | +17.8% | +7.5% | +10.4% | +14.8% |
| 6M | +7.4% | +9.9% | -2.4% | +3.4% |
| YTD | -5.8% | +16.0% | -21.8% | -11.3% |
| 1Y | -18.9% | +12.4% | -31.3% | -23.1% |
| 3Y | +33.3% | +60.2% | -26.9% | +15.2% |
| All | +33.3% | +62.0% | -28.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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