+158.4%
MMM vs MELI
+8.6%
+149.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | +12.1% | -18.9% | +31.0% | +15.4% |
| 3M | +1.4% | -18.4% | +19.8% | +4.0% |
| 6M | +26.6% | -4.5% | +31.1% | +26.6% |
| YTD | +16.8% | -26.0% | +42.8% | +20.5% |
| 1Y | +10.1% | -26.6% | +36.7% | +13.6% |
| 3Y | +158.4% | +8.2% | +150.2% | +157.6% |
| All | +158.4% | +8.6% | +149.9% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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