-18.9%
MELI vs PH
+25.3%
-44.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | -4.1% | -1.3% | -2.8% | -4.1% |
| 30D | +3.8% | -11.0% | +14.8% | +4.1% |
| 3M | +17.8% | +5.5% | +12.3% | +16.0% |
| 6M | +7.4% | +1.5% | +6.0% | +5.6% |
| YTD | -5.8% | +8.8% | -14.6% | -5.9% |
| 1Y | -18.9% | +24.5% | -43.3% | -20.6% |
| All | -18.9% | +25.3% | -44.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling