+43.9%
MELI vs PCOR
-30.9%
+74.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | +1.2% |
| 7D | +0.6% | -9.0% | +9.6% | +4.7% |
| 30D | +2.9% | +4.2% | -1.3% | +0.6% |
| 3M | +21.0% | +14.4% | +6.6% | +12.4% |
| 6M | +11.8% | +0.2% | +11.7% | +8.0% |
| YTD | -1.8% | -20.3% | +18.5% | +4.4% |
| 1Y | -18.2% | -16.1% | -2.0% | -16.2% |
| 3Y | +39.2% | -14.7% | +53.9% | +26.2% |
| 5Y | +1.7% | -43.2% | +44.8% | -9.4% |
| All | +43.9% | -30.9% | +74.8% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling