+5,296.2%
MELI vs MLM
+412.6%
+4,883.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.5% |
| 7D | -10.3% | -2.9% | -7.5% | -8.5% |
| 30D | -21.1% | +10.4% | -31.6% | -25.6% |
| 3M | -18.3% | -3.7% | -14.6% | -16.5% |
| 6M | -8.7% | -10.3% | +1.5% | -3.7% |
| YTD | -26.0% | -14.8% | -11.2% | -20.2% |
| 1Y | -28.8% | -13.9% | -14.9% | -23.7% |
| 3Y | +8.4% | +18.4% | -9.9% | -7.1% |
| 5Y | -6.4% | +31.8% | -38.2% | -23.5% |
| 10Y | +818.3% | +143.4% | +674.9% | +342.0% |
| All | +5,296.2% | +412.6% | +4,883.6% | +1,123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling