+33.3%
MELI vs VMC
+18.8%
+14.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | -4.1% | -3.8% | -0.3% | -2.7% |
| 30D | +3.8% | -9.7% | +13.5% | +7.8% |
| 3M | +17.8% | -9.6% | +27.5% | +22.1% |
| 6M | +7.4% | -4.8% | +12.3% | +9.0% |
| YTD | -5.8% | -10.9% | +5.1% | -2.9% |
| 1Y | -18.9% | -15.6% | -3.3% | -14.6% |
| 3Y | +33.3% | +19.3% | +14.0% | +13.5% |
| All | +33.3% | +18.8% | +14.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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