+33.3%
MELI vs RIO
+88.2%
-54.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -4.1% | -3.2% | -0.9% | -3.5% |
| 30D | +3.8% | +0.9% | +2.9% | +3.5% |
| 3M | +17.8% | -1.4% | +19.3% | +18.1% |
| 6M | +7.4% | +10.9% | -3.5% | +4.2% |
| YTD | -5.8% | +31.2% | -37.0% | -12.2% |
| 1Y | -18.9% | +67.9% | -86.8% | -28.7% |
| 3Y | +33.3% | +88.8% | -55.5% | +7.6% |
| All | +33.3% | +88.2% | -54.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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