+773.5%
PM vs MELI
+5,417.3%
-4,643.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | -2.6% | +5.8% | -8.4% | -3.2% |
| 3M | +5.8% | +19.5% | -13.7% | +3.6% |
| 6M | +10.6% | +7.7% | +2.8% | +9.1% |
| YTD | +17.2% | -4.4% | +21.5% | +16.9% |
| 1Y | +17.6% | -17.9% | +35.6% | +19.0% |
| 3Y | +124.3% | +34.9% | +89.4% | +111.2% |
| 5Y | +125.1% | +1.1% | +124.0% | +110.7% |
| 10Y | +198.6% | +955.8% | -757.2% | +90.7% |
| All | +773.5% | +5,417.3% | -4,643.7% | +261.0% |
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