+34.9%
MELI vs RF
+92.1%
-57.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.3% |
| 7D | -1.9% | +2.7% | -4.6% | -2.6% |
| 30D | +5.8% | -3.4% | +9.2% | +6.7% |
| 3M | +19.5% | +6.4% | +13.1% | +17.2% |
| 6M | +7.7% | +13.4% | -5.7% | +3.7% |
| YTD | -4.4% | +14.2% | -18.6% | -8.3% |
| 1Y | -17.9% | +15.7% | -33.6% | -21.8% |
| 3Y | +34.9% | +91.3% | -56.5% | +14.5% |
| All | +34.9% | +92.1% | -57.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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