+2.4%
MELI vs RUN
-81.0%
+83.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -4.1% | -3.7% | -0.4% | -3.5% |
| 30D | +3.8% | -13.0% | +16.8% | +6.1% |
| 3M | +17.8% | -31.8% | +49.6% | +24.8% |
| 6M | +7.4% | -32.2% | +39.7% | +12.7% |
| YTD | -5.8% | -53.5% | +47.7% | +2.7% |
| 1Y | -18.9% | -46.5% | +27.7% | -14.9% |
| 3Y | +33.3% | -37.6% | +71.0% | +2.8% |
| All | +2.4% | -81.0% | +83.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling