+92.0%
MELI vs FROG
+21.7%
+70.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -1.9% | -5.5% | +3.6% | -0.3% |
| 30D | +5.8% | -3.1% | +8.9% | +5.8% |
| 3M | +19.5% | +1.2% | +18.3% | +16.6% |
| 6M | +7.7% | +113.7% | -105.9% | -19.8% |
| YTD | -4.4% | +38.9% | -43.2% | -20.0% |
| 1Y | -17.9% | +72.0% | -89.9% | -37.9% |
| 3Y | +34.9% | +217.1% | -182.2% | -30.8% |
| 5Y | +1.1% | +130.6% | -129.5% | -45.9% |
| All | +92.0% | +21.7% | +70.4% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling