+864.1%
MELI vs PCAR
+287.3%
+576.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.6% |
| 7D | -3.6% | +2.1% | -5.7% | -4.6% |
| 30D | -21.4% | -1.2% | -20.2% | -20.8% |
| 3M | -19.3% | -18.6% | -0.7% | -11.0% |
| 6M | -6.6% | -5.1% | -1.5% | -4.9% |
| YTD | -26.8% | -1.8% | -25.0% | -27.1% |
| 1Y | -29.9% | +10.6% | -40.5% | -34.5% |
| 3Y | +7.3% | +34.9% | -27.6% | -14.2% |
| 5Y | -7.6% | +114.0% | -121.6% | -43.8% |
| All | +864.1% | +287.3% | +576.8% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling