+34.9%
MELI vs PLUG
-72.4%
+107.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.8% | -2.8% |
| 7D | -1.9% | +8.1% | -10.0% | -2.1% |
| 30D | +5.8% | +3.7% | +2.1% | +5.7% |
| 3M | +19.5% | -29.2% | +48.6% | +20.5% |
| 6M | +7.7% | +6.1% | +1.6% | +6.9% |
| YTD | -4.4% | +14.7% | -19.1% | -5.4% |
| 1Y | -17.9% | +56.9% | -74.9% | -20.4% |
| 3Y | +34.9% | -71.6% | +106.5% | +33.7% |
| All | +34.9% | -72.4% | +107.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 3y: compounded portfolio wealth divided by compounded PLUG 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…
3y analysis · Full analysis span regression · 6 months rolling