-14.9%
PEP vs MELI
+32.5%
-47.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.4% | -4.3% | +2.9% | -1.3% |
| 30D | -0.2% | -1.7% | +1.5% | -0.2% |
| 3M | -4.3% | +20.0% | -24.3% | -4.5% |
| 6M | -13.2% | +9.4% | -22.6% | -13.3% |
| YTD | -1.9% | -5.4% | +3.5% | -2.2% |
| 1Y | -0.3% | -18.8% | +18.5% | -0.4% |
| All | -14.9% | +32.5% | -47.4% | -18.7% |
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