+6,875.0%
MELI vs RL
+493.0%
+6,382.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.1% |
| 7D | -1.9% | +1.9% | -3.8% | -2.8% |
| 30D | +5.8% | -12.2% | +18.0% | +12.0% |
| 3M | +19.5% | -6.6% | +26.1% | +22.3% |
| 6M | +7.7% | +3.2% | +4.6% | +4.1% |
| YTD | -4.4% | -1.3% | -3.1% | -6.2% |
| 1Y | -17.9% | +13.6% | -31.5% | -25.1% |
| 3Y | +34.9% | +210.9% | -176.0% | -30.0% |
| 5Y | +1.1% | +246.9% | -245.8% | -50.8% |
| 10Y | +955.8% | +310.1% | +645.7% | +279.4% |
| All | +6,875.0% | +493.0% | +6,382.0% | +1,283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling