-12.4%
MELI vs FRMI
-78.6%
+66.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -4.3% | +10.9% | -15.2% | -4.4% |
| 30D | -1.7% | -24.3% | +22.6% | -1.4% |
| 3M | +20.0% | -21.8% | +41.8% | +19.9% |
| 6M | +9.4% | -33.0% | +42.5% | +9.2% |
| YTD | -5.4% | -32.6% | +27.3% | -5.9% |
| All | -12.4% | -78.6% | +66.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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