-24.5%
MELI vs RMBS
-18.2%
-6.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.0% | +10.7% | +4.8% |
| 7D | +4.0% | -8.9% | +12.9% | +4.2% |
| 30D | -6.5% | -24.8% | +18.4% | -5.9% |
| 3M | -7.9% | -17.6% | +9.7% | -7.4% |
| 6M | -4.1% | -25.7% | +21.6% | -5.2% |
| YTD | -13.6% | -9.8% | -3.8% | -18.2% |
| 1Y | -24.5% | -17.4% | -7.2% | -28.3% |
| All | -24.5% | -18.2% | -6.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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