+3.8%
MELI vs MLM
+43.8%
-40.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.4% |
| 7D | +0.6% | -2.9% | +3.5% | +2.6% |
| 30D | +2.9% | -6.8% | +9.7% | +8.0% |
| 3M | +21.0% | -11.2% | +32.3% | +29.8% |
| 6M | +11.8% | -21.8% | +33.7% | +30.7% |
| YTD | -1.8% | -17.0% | +15.2% | +8.8% |
| 1Y | -18.2% | -16.4% | -1.8% | -10.4% |
| 3Y | +39.2% | +14.5% | +24.7% | +8.1% |
| All | +3.8% | +43.8% | -40.0% | -34.0% |
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