+566.9%
MELI vs PENG
+710.3%
-143.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +2.5% |
| 7D | -4.3% | 0.0% | -4.2% | -4.3% |
| 30D | -1.7% | -15.2% | +13.5% | +0.8% |
| 3M | +20.0% | -16.9% | +36.9% | +19.5% |
| 6M | +9.4% | +161.5% | -152.1% | -18.2% |
| YTD | -5.4% | +148.6% | -153.9% | -28.9% |
| 1Y | -18.8% | +89.6% | -108.5% | -35.9% |
| 3Y | +33.5% | +99.8% | -66.3% | -7.0% |
| 5Y | +3.2% | +100.9% | -97.7% | -29.7% |
| All | +566.9% | +710.3% | -143.4% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PENG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling