+5,300.7%
MELI vs M
+40.4%
+5,260.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | -1.2% | +7.0% | -8.2% | -3.2% |
| 30D | -18.9% | +8.9% | -27.8% | -20.9% |
| 3M | -18.4% | +4.5% | -22.9% | -19.7% |
| 6M | -4.5% | +36.2% | -40.7% | -13.6% |
| YTD | -26.0% | +15.1% | -41.1% | -30.3% |
| 1Y | -26.6% | +27.4% | -54.0% | -33.1% |
| 3Y | +8.2% | +160.1% | -151.9% | -27.0% |
| 5Y | -6.6% | -1.6% | -5.0% | -18.7% |
| 10Y | +859.5% | -7.7% | +867.1% | +586.4% |
| All | +5,300.7% | +40.4% | +5,260.3% | +2,168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling