+2.4%
MELI vs RDW
-0.7%
+3.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -4.1% | +0.9% | -4.9% | -4.3% |
| 30D | +3.8% | -21.3% | +25.1% | +7.0% |
| 3M | +17.8% | -37.9% | +55.7% | +24.0% |
| 6M | +7.4% | +12.3% | -4.8% | -1.1% |
| YTD | -5.8% | +39.7% | -45.5% | -18.9% |
| 1Y | -18.9% | +25.7% | -44.5% | -30.4% |
| 3Y | +33.3% | +230.8% | -197.5% | -27.0% |
| 5Y | +2.7% | -8.8% | +11.5% | -35.1% |
| All | +2.4% | -0.7% | +3.2% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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