+35.4%
MELI vs TMF
-41.1%
+76.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | +1.0% | -2.9% | -2.0% |
| 30D | +5.8% | -1.8% | +7.6% | +6.0% |
| 3M | +19.5% | -8.2% | +27.7% | +20.4% |
| 6M | +7.7% | -19.5% | +27.2% | +9.6% |
| YTD | -4.4% | -16.0% | +11.6% | -3.1% |
| 1Y | -17.9% | -22.5% | +4.6% | -16.4% |
| All | +35.4% | -41.1% | +76.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling