+6,770.4%
MELI vs PNR
+225.1%
+6,545.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -4.1% | -6.0% | +1.9% | 0.0% |
| 30D | +3.8% | -14.0% | +17.8% | +14.8% |
| 3M | +17.8% | -21.7% | +39.5% | +36.6% |
| 6M | +7.4% | -37.3% | +44.7% | +44.4% |
| YTD | -5.8% | -45.1% | +39.3% | +37.2% |
| 1Y | -18.9% | -49.1% | +30.3% | +24.1% |
| 3Y | +33.3% | -14.8% | +48.2% | +33.9% |
| 5Y | +2.7% | -21.0% | +23.7% | +9.2% |
| 10Y | +962.9% | +64.7% | +898.2% | +490.7% |
| All | +6,770.4% | +225.1% | +6,545.3% | +1,574.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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