+3.2%
MELI vs FROG
+136.2%
-133.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -4.3% | -2.2% | -2.1% | -3.7% |
| 30D | -1.7% | +3.0% | -4.7% | -3.5% |
| 3M | +20.0% | +10.3% | +9.7% | +14.2% |
| 6M | +9.4% | +116.7% | -107.3% | -19.4% |
| YTD | -5.4% | +41.9% | -47.3% | -21.5% |
| 1Y | -18.8% | +78.5% | -97.4% | -39.9% |
| 3Y | +33.5% | +224.1% | -190.7% | -37.1% |
| 5Y | +3.2% | +142.4% | -139.2% | -48.1% |
| All | +3.2% | +136.2% | -133.0% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling