+2.4%
MELI vs USFR
+20.6%
-18.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +3.8% | +0.4% | +3.4% | +3.9% |
| 3M | +17.8% | +1.0% | +16.8% | +18.0% |
| 6M | +7.4% | +2.0% | +5.4% | +7.1% |
| YTD | -5.8% | +2.8% | -8.6% | -6.8% |
| 1Y | -18.9% | +4.1% | -22.9% | -20.8% |
| 3Y | +33.3% | +14.1% | +19.2% | +16.3% |
| All | +2.4% | +20.6% | -18.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling