+961.1%
MELI vs IRM
+440.8%
+520.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.2% |
| 7D | -4.1% | -1.4% | -2.7% | -3.6% |
| 30D | +3.8% | -7.4% | +11.2% | +6.4% |
| 3M | +17.8% | -7.4% | +25.2% | +20.2% |
| 6M | +7.4% | +8.7% | -1.2% | +2.4% |
| YTD | -5.8% | +40.9% | -46.7% | -19.4% |
| 1Y | -18.9% | +20.5% | -39.4% | -26.6% |
| 3Y | +33.3% | +101.7% | -68.4% | -7.3% |
| 5Y | +2.7% | +197.7% | -195.0% | -39.0% |
| All | +961.1% | +440.8% | +520.3% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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