+35.4%
MELI vs TPR
+292.6%
-257.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.1% |
| 7D | -1.9% | -3.4% | +1.5% | -1.4% |
| 30D | +5.8% | -27.3% | +33.1% | +10.3% |
| 3M | +19.5% | -16.2% | +35.7% | +21.9% |
| 6M | +7.7% | -17.9% | +25.6% | +9.8% |
| YTD | -4.4% | -7.1% | +2.7% | -4.8% |
| 1Y | -17.9% | +13.6% | -31.5% | -21.2% |
| All | +35.4% | +292.6% | -257.3% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling