-24.5%
MELI vs RNG
+179.4%
-204.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +4.0% | -9.6% | +13.6% | +5.1% |
| 30D | -6.5% | -1.4% | -5.1% | -6.5% |
| 3M | -7.9% | +28.8% | -36.6% | -10.9% |
| 6M | -4.1% | +65.6% | -69.6% | -10.6% |
| YTD | -13.6% | +171.4% | -185.0% | -23.5% |
| 1Y | -24.5% | +185.3% | -209.9% | -38.0% |
| All | -24.5% | +179.4% | -204.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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