-0.7%
PFE vs MELI
+33.9%
-34.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.2% |
| 7D | -2.7% | -1.9% | -0.8% | -2.6% |
| 30D | +3.8% | +5.8% | -1.9% | +3.6% |
| 3M | +10.4% | +19.5% | -9.1% | +9.7% |
| 6M | +6.3% | +7.7% | -1.5% | +5.9% |
| YTD | +17.4% | -4.4% | +21.7% | +17.2% |
| 1Y | +21.1% | -17.9% | +39.1% | +20.9% |
| All | -0.7% | +33.9% | -34.6% | -4.5% |
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