+6,875.0%
MELI vs VMC
+237.0%
+6,638.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.7% |
| 7D | -1.9% | -0.5% | -1.4% | -1.6% |
| 30D | +5.8% | -9.1% | +14.9% | +11.4% |
| 3M | +19.5% | -4.1% | +23.6% | +21.7% |
| 6M | +7.7% | -5.5% | +13.3% | +10.2% |
| YTD | -4.4% | -8.9% | +4.5% | -1.1% |
| 1Y | -17.9% | -12.9% | -5.0% | -13.4% |
| 3Y | +34.9% | +22.1% | +12.7% | +15.6% |
| 5Y | +1.1% | +52.7% | -51.7% | -21.5% |
| 10Y | +955.8% | +152.7% | +803.1% | +439.4% |
| All | +6,875.0% | +237.0% | +6,638.0% | +2,603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling