+2.4%
MELI vs VRSK
-11.8%
+14.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.1% | -5.2% | +1.1% | -1.3% |
| 30D | +3.8% | -2.3% | +6.1% | +4.8% |
| 3M | +17.8% | -2.9% | +20.8% | +18.1% |
| 6M | +7.4% | -12.8% | +20.2% | +14.2% |
| YTD | -5.8% | -20.8% | +15.0% | +6.0% |
| 1Y | -18.9% | -33.2% | +14.4% | +2.4% |
| 3Y | +33.3% | -26.6% | +59.9% | +42.7% |
| All | +2.4% | -11.8% | +14.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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