+5,449.9%
MELI vs MLM
+415.3%
+5,034.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | 0.0% |
| 7D | -8.6% | -3.8% | -4.7% | -6.2% |
| 30D | -18.9% | +11.0% | -29.9% | -23.7% |
| 3M | -15.8% | -3.1% | -12.8% | -14.3% |
| 6M | -6.1% | -9.8% | +3.7% | -1.3% |
| YTD | -23.9% | -14.4% | -9.5% | -18.1% |
| 1Y | -27.3% | -12.6% | -14.8% | -22.9% |
| 3Y | +14.3% | +19.7% | -5.5% | -2.8% |
| 5Y | -10.4% | +29.8% | -40.1% | -26.0% |
| 10Y | +789.7% | +153.5% | +636.2% | +315.4% |
| All | +5,449.9% | +415.3% | +5,034.6% | +1,154.6% |
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 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