+3.2%
MELI vs M
+13.6%
-10.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +2.8% |
| 7D | -4.3% | -8.8% | +4.5% | -2.0% |
| 30D | -1.7% | -16.4% | +14.7% | +2.9% |
| 3M | +20.0% | -10.8% | +30.8% | +23.0% |
| 6M | +9.4% | +16.1% | -6.7% | +3.9% |
| YTD | -5.4% | -5.3% | -0.1% | -5.6% |
| 1Y | -18.8% | +24.9% | -43.7% | -25.5% |
| 3Y | +33.5% | +97.5% | -64.1% | -6.8% |
| 5Y | +3.2% | +20.4% | -17.2% | -6.8% |
| All | +3.2% | +13.6% | -10.4% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling