+1,461.8%
MELI vs PR
+169.5%
+1,292.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | +2.9% | +18.0% | -15.1% | +1.5% |
| 3M | +21.0% | +16.9% | +4.2% | +19.3% |
| 6M | +11.8% | +28.2% | -16.4% | +9.2% |
| YTD | -1.8% | +69.3% | -71.1% | -6.4% |
| 1Y | -18.2% | +69.5% | -87.7% | -22.2% |
| 3Y | +39.2% | +81.7% | -42.5% | +30.2% |
| 5Y | +1.7% | +422.2% | -420.6% | -12.5% |
| 10Y | +967.1% | +110.4% | +856.7% | +1,041.7% |
| All | +1,461.8% | +169.5% | +1,292.3% | +1,546.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling