+33.3%
MELI vs UL
+20.7%
+12.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.1% | -3.4% | -0.7% | -3.5% |
| 30D | +3.8% | +0.5% | +3.3% | +3.8% |
| 3M | +17.8% | +7.2% | +10.6% | +16.7% |
| 6M | +7.4% | -3.1% | +10.5% | +7.4% |
| YTD | -5.8% | -2.7% | -3.1% | -5.9% |
| 1Y | -18.9% | -10.2% | -8.6% | -18.0% |
| 3Y | +33.3% | +20.3% | +13.1% | +23.6% |
| All | +33.3% | +20.7% | +12.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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