+33.3%
MELI vs ROK
+51.1%
-17.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.9% |
| 7D | -4.1% | -1.2% | -2.8% | -3.8% |
| 30D | +3.8% | -4.8% | +8.6% | +5.2% |
| 3M | +17.8% | -6.1% | +23.9% | +19.5% |
| 6M | +7.4% | +15.5% | -8.0% | +2.1% |
| YTD | -5.8% | +11.2% | -17.0% | -9.7% |
| 1Y | -18.9% | +23.8% | -42.7% | -24.8% |
| 3Y | +33.3% | +53.1% | -19.8% | +9.3% |
| All | +33.3% | +51.1% | -17.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling