+10.0%
MELI vs PCOR
-7.7%
+17.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.7% |
| 7D | -13.1% | +2.5% | -15.6% | -14.0% |
| 30D | -20.1% | +37.9% | -58.0% | -31.1% |
| 3M | -22.1% | +32.0% | -54.0% | -31.9% |
| 6M | -2.9% | +54.7% | -57.6% | -22.1% |
| YTD | -24.9% | +6.6% | -31.5% | -30.3% |
| 1Y | -28.0% | -1.7% | -26.3% | -30.5% |
| 3Y | +10.0% | +49.0% | -38.9% | -24.7% |
| 5Y | -4.1% | -12.5% | +8.4% | -26.0% |
| All | +10.0% | -7.7% | +17.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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