+34.0%
MELI vs ROL
-1.4%
+35.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.3% | -3.2% | -1.0% | -3.5% |
| 30D | -1.7% | -6.6% | +4.9% | -0.2% |
| 3M | +20.0% | -27.3% | +47.3% | +29.0% |
| 6M | +9.4% | -38.1% | +47.5% | +22.2% |
| YTD | -5.4% | -41.8% | +36.4% | +6.9% |
| 1Y | -18.8% | -37.8% | +19.0% | -10.2% |
| All | +34.0% | -1.4% | +35.4% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling