+34.0%
MELI vs RL
+199.8%
-165.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.3% | -2.2% | -2.1% | -3.9% |
| 30D | -1.7% | -15.3% | +13.6% | +1.2% |
| 3M | +20.0% | -10.3% | +30.4% | +22.0% |
| 6M | +9.4% | -2.2% | +11.7% | +9.1% |
| YTD | -5.4% | -4.3% | -1.1% | -5.5% |
| 1Y | -18.8% | +8.9% | -27.7% | -21.0% |
| All | +34.0% | +199.8% | -165.9% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling