-18.9%
MELI vs RL
+8.8%
-27.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.1% | -3.4% | -0.6% | -3.5% |
| 30D | +3.8% | -14.4% | +18.2% | +6.6% |
| 3M | +17.8% | -13.6% | +31.4% | +20.6% |
| 6M | +7.4% | +0.6% | +6.9% | +5.8% |
| YTD | -5.8% | -3.6% | -2.2% | -6.6% |
| 1Y | -18.9% | +8.3% | -27.2% | -21.1% |
| All | -18.9% | +8.8% | -27.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling