+961.1%
MELI vs MAR
+450.9%
+510.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | -4.1% | -0.5% | -3.6% | -3.9% |
| 30D | +3.8% | -5.4% | +9.2% | +6.3% |
| 3M | +17.8% | -15.5% | +33.3% | +26.5% |
| 6M | +7.4% | +3.0% | +4.5% | +5.2% |
| YTD | -5.8% | +8.5% | -14.3% | -10.6% |
| 1Y | -18.9% | +26.0% | -44.8% | -28.5% |
| 3Y | +33.3% | +68.6% | -35.3% | +0.1% |
| 5Y | +2.7% | +157.4% | -154.7% | -34.4% |
| All | +961.1% | +450.9% | +510.2% | +457.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling