+31.9%
MELI vs REPL
-27.0%
+58.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.6% |
| 7D | -6.5% | -9.6% | +3.1% | -6.4% |
| 30D | +2.8% | +5.7% | -2.9% | +2.8% |
| 3M | +14.3% | +56.4% | -42.1% | +13.7% |
| 6M | +6.0% | +67.4% | -61.4% | +4.8% |
| YTD | -6.8% | +48.7% | -55.5% | -7.8% |
| 1Y | -20.9% | +148.3% | -169.2% | -23.6% |
| All | +31.9% | -27.0% | +58.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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