+1,332.6%
MELI vs RNG
+302.4%
+1,030.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -4.3% | -9.6% | +5.3% | -1.2% |
| 30D | -1.7% | +8.8% | -10.6% | -4.6% |
| 3M | +20.0% | +78.6% | -58.6% | -2.3% |
| 6M | +9.4% | +70.3% | -60.9% | -11.2% |
| YTD | -5.4% | +140.3% | -145.7% | -33.6% |
| 1Y | -18.8% | +126.6% | -145.5% | -42.1% |
| 3Y | +33.5% | +120.2% | -86.7% | -12.5% |
| 5Y | +3.2% | -68.3% | +71.5% | +23.4% |
| 10Y | +967.9% | +220.6% | +747.3% | +554.6% |
| All | +1,332.6% | +302.4% | +1,030.3% | +688.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling