+961.1%
MELI vs ROL
+211.6%
+749.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.1% | -3.2% | -0.9% | -2.4% |
| 30D | +3.8% | -4.9% | +8.7% | +6.5% |
| 3M | +17.8% | -25.8% | +43.7% | +37.2% |
| 6M | +7.4% | -37.6% | +45.0% | +36.7% |
| YTD | -5.8% | -41.5% | +35.7% | +23.3% |
| 1Y | -18.9% | -39.5% | +20.6% | +3.6% |
| 3Y | +33.3% | +0.1% | +33.2% | +22.2% |
| 5Y | +2.7% | -4.6% | +7.3% | -6.1% |
| All | +961.1% | +211.6% | +749.5% | +487.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling