-4.0%
MELI vs MULL
+2,337.2%
-2,341.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -4.1% | -8.4% | +4.3% | -3.9% |
| 30D | +3.8% | +9.7% | -5.9% | +3.3% |
| 3M | +17.8% | -26.8% | +44.6% | +16.8% |
| 6M | +7.4% | +220.7% | -213.3% | -5.9% |
| YTD | -5.8% | +509.0% | -514.8% | -22.7% |
| 1Y | -18.9% | +1,739.5% | -1,758.4% | -41.0% |
| All | -4.0% | +2,337.2% | -2,341.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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