+34.0%
MELI vs ESI
+73.2%
-39.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.4% |
| 7D | -4.3% | -2.3% | -1.9% | -3.9% |
| 30D | -1.7% | -9.0% | +7.3% | -0.3% |
| 3M | +20.0% | -13.3% | +33.3% | +21.4% |
| 6M | +9.4% | +5.3% | +4.1% | +3.7% |
| YTD | -5.4% | +37.6% | -43.0% | -17.3% |
| 1Y | -18.8% | +33.6% | -52.5% | -28.9% |
| All | +34.0% | +73.2% | -39.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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