+34.0%
MELI vs URA
+107.9%
-73.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.4% |
| 7D | -4.3% | -1.5% | -2.7% | -4.0% |
| 30D | -1.7% | -0.4% | -1.4% | -1.9% |
| 3M | +20.0% | +6.3% | +13.8% | +17.8% |
| 6M | +9.4% | -14.0% | +23.4% | +11.6% |
| YTD | -5.4% | +5.3% | -10.7% | -8.2% |
| 1Y | -18.8% | +11.7% | -30.5% | -22.8% |
| All | +34.0% | +107.9% | -73.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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