+1,984.7%
MELI vs USFR
+27.6%
+1,957.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +2.8% | +0.3% | +2.6% | +2.7% |
| 3M | +14.3% | +1.0% | +13.4% | +13.6% |
| 6M | +6.0% | +1.9% | +4.1% | +4.7% |
| YTD | -6.8% | +2.7% | -9.5% | -8.5% |
| 1Y | -20.9% | +4.0% | -24.9% | -23.1% |
| 3Y | +31.4% | +14.0% | +17.3% | +19.5% |
| 5Y | -0.4% | +20.4% | -20.8% | -13.1% |
| 10Y | +951.2% | +28.0% | +923.2% | +781.3% |
| All | +1,984.7% | +27.6% | +1,957.1% | +1,550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling