+33.3%
MELI vs IR
+4.8%
+28.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.1% | -4.5% | +0.4% | -2.9% |
| 30D | +3.8% | -13.9% | +17.7% | +8.0% |
| 3M | +17.8% | -0.3% | +18.2% | +17.4% |
| 6M | +7.4% | -14.3% | +21.8% | +11.2% |
| YTD | -5.8% | -7.9% | +2.1% | -4.9% |
| 1Y | -18.9% | -9.9% | -9.0% | -17.7% |
| 3Y | +33.3% | +6.5% | +26.8% | +15.7% |
| All | +33.3% | +4.8% | +28.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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