+571.6%
MELI vs IR
+282.2%
+289.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +5.8% | -13.6% | +19.4% | +12.3% |
| 3M | +19.5% | +3.7% | +15.8% | +17.0% |
| 6M | +7.7% | -13.1% | +20.8% | +13.1% |
| YTD | -4.4% | -5.1% | +0.7% | -3.9% |
| 1Y | -17.9% | -6.5% | -11.5% | -17.4% |
| 3Y | +34.9% | +8.5% | +26.4% | +21.7% |
| 5Y | +1.1% | +43.3% | -42.2% | -19.0% |
| All | +571.6% | +282.2% | +289.4% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling