+2.4%
MELI vs MAR
+154.9%
-152.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.5% |
| 7D | -4.1% | -0.5% | -3.6% | -3.8% |
| 30D | +3.8% | -5.4% | +9.2% | +7.3% |
| 3M | +17.8% | -15.5% | +33.3% | +30.1% |
| 6M | +7.4% | +3.0% | +4.5% | +3.9% |
| YTD | -5.8% | +8.5% | -14.3% | -13.3% |
| 1Y | -18.9% | +26.0% | -44.8% | -33.2% |
| 3Y | +33.3% | +68.6% | -35.3% | -18.5% |
| All | +2.4% | +154.9% | -152.5% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling