+6,770.4%
MELI vs RJF
+1,010.6%
+5,759.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -4.1% | -2.7% | -1.4% | -2.6% |
| 30D | +3.8% | -4.3% | +8.0% | +6.0% |
| 3M | +17.8% | +15.7% | +2.1% | +8.3% |
| 6M | +7.4% | +17.8% | -10.4% | -2.5% |
| YTD | -5.8% | +9.2% | -15.0% | -11.4% |
| 1Y | -18.9% | +2.8% | -21.6% | -21.1% |
| 3Y | +33.3% | +69.5% | -36.1% | -4.3% |
| 5Y | +2.7% | +105.9% | -103.2% | -32.5% |
| 10Y | +962.9% | +424.9% | +538.1% | +279.8% |
| All | +6,770.4% | +1,010.6% | +5,759.8% | +1,308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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