+8.2%
MELI vs M
+158.0%
-149.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -1.2% | +7.0% | -8.2% | -2.0% |
| 30D | -18.9% | +8.9% | -27.8% | -19.5% |
| 3M | -18.4% | +4.5% | -22.9% | -18.8% |
| 6M | -4.5% | +36.2% | -40.7% | -7.6% |
| YTD | -26.0% | +15.1% | -41.1% | -27.4% |
| 1Y | -26.6% | +27.4% | -54.0% | -28.8% |
| 3Y | +8.2% | +160.1% | -151.9% | -4.6% |
| All | +8.2% | +158.0% | -149.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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