+33.3%
MELI vs FROG
+218.8%
-185.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | +3.8% | +1.3% | +2.5% | +3.3% |
| 3M | +17.8% | +11.1% | +6.8% | +15.8% |
| 6M | +7.4% | +108.3% | -100.9% | -3.7% |
| YTD | -5.8% | +39.6% | -45.4% | -11.4% |
| 1Y | -18.9% | +74.7% | -93.6% | -26.8% |
| 3Y | +33.3% | +224.1% | -190.7% | +1.8% |
| All | +33.3% | +218.8% | -185.4% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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