+6,694.3%
MELI vs ROK
+865.1%
+5,829.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.1% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | +2.8% | -1.8% | +4.6% | +4.0% |
| 3M | +14.3% | -7.2% | +21.5% | +18.8% |
| 6M | +6.0% | +14.2% | -8.1% | -5.1% |
| YTD | -6.8% | +10.6% | -17.4% | -15.6% |
| 1Y | -20.9% | +25.9% | -46.8% | -34.9% |
| 3Y | +31.4% | +50.8% | -19.4% | -11.7% |
| 5Y | -0.4% | +47.0% | -47.4% | -31.7% |
| 10Y | +951.2% | +354.9% | +596.3% | +182.6% |
| All | +6,694.3% | +865.1% | +5,829.2% | +678.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling