+966.1%
MELI vs PPL
+57.8%
+908.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.3% | -1.8% | -2.5% | -3.7% |
| 30D | -1.7% | -2.2% | +0.5% | -1.0% |
| 3M | +20.0% | -3.1% | +23.1% | +21.1% |
| 6M | +9.4% | -8.1% | +17.5% | +12.3% |
| YTD | -5.4% | 0.0% | -5.4% | -5.7% |
| 1Y | -18.8% | -1.3% | -17.5% | -18.9% |
| 3Y | +33.5% | +52.7% | -19.2% | +13.3% |
| 5Y | +3.2% | +37.4% | -34.2% | -9.1% |
| All | +966.1% | +57.8% | +908.3% | +786.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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