+5,241.3%
MELI vs PCAR
+456.2%
+4,785.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.3% |
| 7D | -3.6% | +2.1% | -5.7% | -5.0% |
| 30D | -21.4% | -1.2% | -20.2% | -20.6% |
| 3M | -19.3% | -18.6% | -0.7% | -7.7% |
| 6M | -6.6% | -5.1% | -1.5% | -4.5% |
| YTD | -26.8% | -1.8% | -25.0% | -27.4% |
| 1Y | -29.9% | +10.6% | -40.5% | -36.2% |
| 3Y | +7.3% | +34.9% | -27.6% | -20.0% |
| 5Y | -7.6% | +114.0% | -121.6% | -50.7% |
| 10Y | +848.9% | +288.4% | +560.5% | +196.7% |
| All | +5,241.3% | +456.2% | +4,785.2% | +936.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling