+1,316.0%
MELI vs QSR
+205.8%
+1,110.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -4.1% | -4.0% | -0.1% | -2.3% |
| 30D | +3.8% | +2.8% | +1.0% | +2.5% |
| 3M | +17.8% | +5.1% | +12.8% | +15.0% |
| 6M | +7.4% | +8.8% | -1.4% | +2.9% |
| YTD | -5.8% | +14.8% | -20.6% | -12.3% |
| 1Y | -18.9% | +25.7% | -44.6% | -28.0% |
| 3Y | +33.3% | +27.5% | +5.8% | +14.1% |
| 5Y | +2.7% | +41.3% | -38.6% | -16.0% |
| 10Y | +962.9% | +133.8% | +829.1% | +570.1% |
| All | +1,316.0% | +205.8% | +1,110.3% | +720.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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