+2.4%
MELI vs RNG
-68.4%
+70.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.1% | -6.1% | +2.0% | -2.3% |
| 30D | +3.8% | +9.6% | -5.8% | +0.6% |
| 3M | +17.8% | +83.3% | -65.5% | -4.2% |
| 6M | +7.4% | +77.9% | -70.5% | -13.5% |
| YTD | -5.8% | +139.9% | -145.7% | -33.5% |
| 1Y | -18.9% | +121.7% | -140.5% | -41.3% |
| 3Y | +33.3% | +121.9% | -88.5% | -13.5% |
| All | +2.4% | -68.4% | +70.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling