+961.1%
MELI vs ROP
+135.6%
+825.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -4.1% | -4.6% | +0.5% | -0.8% |
| 30D | +3.8% | -1.7% | +5.5% | +5.0% |
| 3M | +17.8% | +17.1% | +0.8% | +3.9% |
| 6M | +7.4% | +10.9% | -3.4% | -1.6% |
| YTD | -5.8% | -12.1% | +6.3% | +1.0% |
| 1Y | -18.9% | -24.2% | +5.4% | -2.8% |
| 3Y | +33.3% | -20.4% | +53.7% | +48.2% |
| 5Y | +2.7% | -15.4% | +18.1% | +9.9% |
| All | +961.1% | +135.6% | +825.5% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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