+966.1%
MELI vs TPR
+318.3%
+647.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | -4.3% | -5.1% | +0.9% | -2.7% |
| 30D | -1.7% | -27.6% | +25.8% | +7.7% |
| 3M | +20.0% | -17.5% | +37.5% | +26.0% |
| 6M | +9.4% | -21.3% | +30.8% | +15.6% |
| YTD | -5.4% | -8.5% | +3.1% | -5.4% |
| 1Y | -18.8% | +11.5% | -30.3% | -24.2% |
| 3Y | +33.5% | +288.0% | -254.5% | -22.2% |
| 5Y | +3.2% | +225.2% | -222.0% | -37.0% |
| All | +966.1% | +318.3% | +647.8% | +480.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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