+966.1%
MELI vs TMF
-86.4%
+1,052.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.6% |
| 7D | -4.3% | -4.8% | +0.5% | -4.3% |
| 30D | -1.7% | -4.9% | +3.2% | -1.8% |
| 3M | +20.0% | -13.4% | +33.4% | +19.9% |
| 6M | +9.4% | -23.0% | +32.5% | +9.1% |
| YTD | -5.4% | -20.2% | +14.8% | -5.6% |
| 1Y | -18.8% | -26.5% | +7.6% | -19.1% |
| 3Y | +33.5% | -45.2% | +78.6% | +32.0% |
| 5Y | +3.2% | -88.4% | +91.6% | -7.6% |
| All | +966.1% | -86.4% | +1,052.5% | +918.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling