-24.5%
MELI vs MAR
+62.0%
-86.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.6% | +4.3% |
| 7D | +4.0% | +7.7% | -3.7% | +2.7% |
| 30D | -6.5% | +19.4% | -25.9% | -9.3% |
| 3M | -7.9% | +23.3% | -31.2% | -11.2% |
| 6M | -4.1% | +22.8% | -26.9% | -7.7% |
| YTD | -13.6% | +37.8% | -51.4% | -19.2% |
| 1Y | -24.5% | +57.4% | -81.9% | -34.7% |
| All | -24.5% | +62.0% | -86.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling