+6,694.3%
MELI vs UL
+261.5%
+6,432.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.6% |
| 7D | -6.5% | -3.2% | -3.3% | -4.6% |
| 30D | +2.8% | -0.6% | +3.4% | +3.3% |
| 3M | +14.3% | +9.4% | +4.9% | +7.7% |
| 6M | +6.0% | -4.1% | +10.2% | +7.9% |
| YTD | -6.8% | -2.0% | -4.9% | -7.0% |
| 1Y | -20.9% | -9.0% | -12.0% | -17.9% |
| 3Y | +31.4% | +21.8% | +9.6% | +9.9% |
| 5Y | -0.4% | +20.6% | -21.0% | -18.1% |
| 10Y | +951.2% | +67.7% | +883.4% | +535.7% |
| All | +6,694.3% | +261.5% | +6,432.7% | +1,797.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling