+2.4%
MELI vs RMBS
+265.4%
-263.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | -4.1% | +1.8% | -5.9% | -4.6% |
| 30D | +3.8% | -13.9% | +17.7% | +7.4% |
| 3M | +17.8% | -39.8% | +57.6% | +31.7% |
| 6M | +7.4% | -6.0% | +13.4% | -0.4% |
| YTD | -5.8% | -5.4% | -0.4% | -15.2% |
| 1Y | -18.9% | -1.8% | -17.0% | -29.8% |
| 3Y | +33.3% | +53.7% | -20.3% | -18.1% |
| All | +2.4% | +265.4% | -263.0% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling