+34.9%
MELI vs PR
+87.2%
-52.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.9% | -2.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | +5.8% | +17.4% | -11.6% | +5.1% |
| 3M | +19.5% | +21.8% | -2.3% | +18.3% |
| 6M | +7.7% | +27.6% | -19.9% | +5.9% |
| YTD | -4.4% | +71.4% | -75.8% | -8.7% |
| 1Y | -17.9% | +78.3% | -96.3% | -22.1% |
| 3Y | +34.9% | +85.5% | -50.6% | +24.7% |
| All | +34.9% | +87.2% | -52.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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