+5,300.7%
MELI vs RF
+73.3%
+5,227.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | -1.2% | +1.9% | -3.2% | -1.8% |
| 30D | -18.9% | +7.3% | -26.2% | -20.6% |
| 3M | -18.4% | -7.9% | -10.5% | -16.4% |
| 6M | -4.5% | +10.5% | -15.0% | -7.6% |
| YTD | -26.0% | +9.6% | -35.6% | -28.3% |
| 1Y | -26.6% | +20.3% | -46.9% | -30.9% |
| 3Y | +8.2% | +119.5% | -111.3% | -16.7% |
| 5Y | -6.6% | +48.2% | -54.8% | -19.1% |
| 10Y | +859.5% | +234.3% | +625.2% | +497.4% |
| All | +5,300.7% | +73.3% | +5,227.4% | +3,282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling