+6,694.3%
MELI vs EMR
+472.3%
+6,222.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.8% |
| 7D | -6.5% | +0.9% | -7.4% | -7.1% |
| 30D | +2.8% | -5.0% | +7.8% | +6.4% |
| 3M | +14.3% | +5.9% | +8.4% | +8.6% |
| 6M | +6.0% | +7.3% | -1.3% | -1.2% |
| YTD | -6.8% | +14.6% | -21.4% | -18.1% |
| 1Y | -20.9% | +15.6% | -36.6% | -31.4% |
| 3Y | +31.4% | +60.2% | -28.8% | -16.0% |
| 5Y | -0.4% | +65.8% | -66.2% | -37.6% |
| 10Y | +951.2% | +277.4% | +673.8% | +182.2% |
| All | +6,694.3% | +472.3% | +6,222.0% | +1,059.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling