+1.1%
MELI vs IP
-17.3%
+18.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +5.8% | -11.2% | +17.0% | +9.5% |
| 3M | +19.5% | +12.3% | +7.2% | +14.7% |
| 6M | +7.7% | -5.2% | +13.0% | +8.1% |
| YTD | -4.4% | -4.0% | -0.4% | -5.0% |
| 1Y | -17.9% | -19.2% | +1.3% | -14.4% |
| 3Y | +34.9% | +20.3% | +14.5% | +7.9% |
| 5Y | +1.1% | -17.5% | +18.5% | -12.3% |
| All | +1.1% | -17.3% | +18.4% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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