+5,300.7%
MELI vs PTC
+1,101.0%
+4,199.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | -18.9% | +1.2% | -20.1% | -19.5% |
| 3M | -18.4% | +27.4% | -45.8% | -32.7% |
| 6M | -4.5% | +39.2% | -43.7% | -27.4% |
| YTD | -26.0% | +12.5% | -38.5% | -35.8% |
| 1Y | -26.6% | +12.3% | -38.8% | -36.3% |
| 3Y | +8.2% | +28.8% | -20.6% | -18.6% |
| 5Y | -6.6% | +60.9% | -67.5% | -37.5% |
| 10Y | +859.5% | +316.6% | +542.9% | +211.2% |
| All | +5,300.7% | +1,101.0% | +4,199.8% | +607.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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