+6,770.4%
MELI vs MRSH
+934.8%
+5,835.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | -4.1% | -4.8% | +0.7% | -0.2% |
| 30D | +3.8% | -6.3% | +10.1% | +9.4% |
| 3M | +17.8% | +5.8% | +12.0% | +11.9% |
| 6M | +7.4% | +2.8% | +4.6% | +3.3% |
| YTD | -5.8% | -3.1% | -2.7% | -6.1% |
| 1Y | -18.9% | -11.3% | -7.6% | -13.8% |
| 3Y | +33.3% | -5.0% | +38.3% | +29.6% |
| 5Y | +2.7% | +19.2% | -16.5% | -15.2% |
| 10Y | +962.9% | +217.4% | +745.6% | +274.7% |
| All | +6,770.4% | +934.8% | +5,835.6% | +869.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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