+260.4%
PEP vs MELI
+9,180.3%
-8,919.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +0.2% | +2.9% | -2.7% | -0.1% |
| 3M | -1.1% | +21.0% | -22.1% | -2.8% |
| 6M | -13.5% | +11.8% | -25.3% | -14.5% |
| YTD | -1.2% | -1.8% | +0.6% | -1.5% |
| 1Y | -1.6% | -18.2% | +16.6% | -0.6% |
| 3Y | -12.5% | +39.2% | -51.7% | -16.7% |
| 5Y | +3.0% | +1.7% | +1.4% | -2.4% |
| 10Y | +73.9% | +967.1% | -893.1% | +27.1% |
| All | +260.4% | +9,180.3% | -8,919.8% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling