-11.0%
MELI vs IRE
-85.3%
+74.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.8% | +9.4% | +1.9% |
| 7D | -4.3% | +7.9% | -12.2% | -4.6% |
| 30D | -1.7% | +9.3% | -11.0% | -2.7% |
| 3M | +20.0% | -52.3% | +72.4% | +21.3% |
| 6M | +9.4% | -38.5% | +47.9% | +5.3% |
| YTD | -5.4% | -54.8% | +49.5% | -10.3% |
| All | -11.0% | -85.3% | +74.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling