+6,694.3%
MELI vs MAR
+909.6%
+5,784.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.1% |
| 7D | -6.5% | -0.5% | -6.0% | -6.2% |
| 30D | +2.8% | -4.7% | +7.5% | +5.7% |
| 3M | +14.3% | -15.6% | +29.9% | +25.6% |
| 6M | +6.0% | +1.2% | +4.8% | +4.2% |
| YTD | -6.8% | +7.5% | -14.3% | -12.7% |
| 1Y | -20.9% | +26.6% | -47.6% | -33.3% |
| 3Y | +31.4% | +66.0% | -34.6% | -9.1% |
| 5Y | -0.4% | +154.1% | -154.5% | -46.0% |
| 10Y | +951.2% | +441.9% | +509.3% | +182.8% |
| All | +6,694.3% | +909.6% | +5,784.7% | +798.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling