+6,770.4%
MELI vs IRM
+946.4%
+5,824.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.5% |
| 7D | -4.1% | -1.4% | -2.7% | -3.4% |
| 30D | +3.8% | -7.4% | +11.2% | +7.3% |
| 3M | +17.8% | -7.4% | +25.2% | +21.0% |
| 6M | +7.4% | +8.7% | -1.2% | +0.9% |
| YTD | -5.8% | +40.9% | -46.7% | -23.3% |
| 1Y | -18.9% | +20.5% | -39.4% | -28.9% |
| 3Y | +33.3% | +101.7% | -68.4% | -15.8% |
| 5Y | +2.7% | +197.7% | -195.0% | -47.3% |
| 10Y | +962.9% | +439.5% | +523.5% | +253.8% |
| All | +6,770.4% | +946.4% | +5,824.0% | +1,017.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling