-8.5%
MELI vs MLM
+23.5%
-32.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | 0.0% |
| 7D | -7.1% | -4.1% | -2.9% | -3.9% |
| 30D | -19.4% | +8.2% | -27.5% | -23.5% |
| 3M | -17.5% | -3.6% | -13.9% | -15.3% |
| 6M | -18.0% | -15.6% | -2.4% | -8.6% |
| YTD | -25.0% | -16.4% | -8.6% | -17.1% |
| 1Y | -29.1% | -14.3% | -14.7% | -23.3% |
| 3Y | +9.8% | +19.3% | -9.5% | -19.2% |
| All | -8.5% | +23.5% | -32.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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