+1,249.4%
MELI vs ESI
+222.6%
+1,026.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | -6.5% | +3.9% | -10.4% | -7.7% |
| 30D | +2.8% | -3.8% | +6.6% | +3.8% |
| 3M | +14.3% | -13.1% | +27.5% | +17.7% |
| 6M | +6.0% | +11.3% | -5.3% | -1.3% |
| YTD | -6.8% | +44.1% | -50.9% | -21.5% |
| 1Y | -20.9% | +40.3% | -61.3% | -33.1% |
| 3Y | +31.4% | +84.1% | -52.7% | -2.1% |
| 5Y | -0.4% | +75.8% | -76.2% | -23.4% |
| 10Y | +951.2% | +320.7% | +630.4% | +514.3% |
| All | +1,249.4% | +222.6% | +1,026.8% | +723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling