+2.4%
MELI vs ESTC
-47.6%
+50.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -4.1% | -9.2% | +5.1% | -0.8% |
| 30D | +3.8% | +8.1% | -4.3% | -0.7% |
| 3M | +17.8% | +38.5% | -20.6% | +2.2% |
| 6M | +7.4% | +57.8% | -50.4% | -12.5% |
| YTD | -5.8% | +10.5% | -16.3% | -13.3% |
| 1Y | -18.9% | -6.4% | -12.5% | -21.6% |
| 3Y | +33.3% | +4.7% | +28.7% | +0.5% |
| All | +2.4% | -47.6% | +50.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling