+283.4%
PG vs MELI
+8,800.3%
-8,516.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -0.8% | -4.1% | +3.3% | -0.5% |
| 30D | +0.8% | +3.8% | -3.0% | +0.5% |
| 3M | -1.3% | +17.8% | -19.2% | -2.7% |
| 6M | -3.8% | +7.4% | -11.3% | -4.6% |
| YTD | +3.6% | -5.8% | +9.4% | +3.6% |
| 1Y | -5.7% | -18.9% | +13.1% | -4.8% |
| 3Y | +1.6% | +33.3% | -31.8% | -2.7% |
| 5Y | +14.6% | +2.7% | +11.9% | +8.8% |
| 10Y | +121.2% | +962.9% | -841.8% | +62.4% |
| All | +283.4% | +8,800.3% | -8,516.9% | +106.1% |
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