+6,770.4%
MELI vs PBR
+215.2%
+6,555.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -4.1% | +5.4% | -9.5% | -5.8% |
| 30D | +3.8% | +22.9% | -19.1% | -3.5% |
| 3M | +17.8% | +19.6% | -1.8% | +9.9% |
| 6M | +7.4% | +16.5% | -9.0% | +0.2% |
| YTD | -5.8% | +86.7% | -92.5% | -25.8% |
| 1Y | -18.9% | +74.7% | -93.6% | -34.8% |
| 3Y | +33.3% | +102.6% | -69.2% | -1.6% |
| 5Y | +2.7% | +566.6% | -563.9% | -53.5% |
| 10Y | +962.9% | +686.1% | +276.9% | +260.1% |
| All | +6,770.4% | +215.2% | +6,555.2% | +2,499.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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