+949.3%
MELI vs PCAR
+371.2%
+578.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | +2.8% | -6.9% | +9.7% | +6.4% |
| 3M | +14.3% | +2.1% | +12.2% | +12.6% |
| 6M | +6.0% | +1.6% | +4.5% | +4.3% |
| YTD | -6.8% | +12.2% | -19.1% | -12.9% |
| 1Y | -20.9% | +28.0% | -49.0% | -31.2% |
| 3Y | +31.4% | +61.0% | -29.6% | -3.6% |
| 5Y | -0.4% | +163.9% | -164.3% | -44.9% |
| All | +949.3% | +371.2% | +578.2% | +332.6% |
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