+6,875.0%
MELI vs ROP
+593.1%
+6,281.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -0.2% |
| 7D | -1.9% | -5.4% | +3.5% | +2.7% |
| 30D | +5.8% | -1.6% | +7.4% | +7.2% |
| 3M | +19.5% | +18.8% | +0.7% | +1.5% |
| 6M | +7.7% | +8.2% | -0.5% | -1.1% |
| YTD | -4.4% | -10.5% | +6.1% | +1.1% |
| 1Y | -17.9% | -23.7% | +5.8% | -0.8% |
| 3Y | +34.9% | -17.9% | +52.7% | +47.2% |
| 5Y | +1.1% | -15.3% | +16.4% | +10.0% |
| 10Y | +955.8% | +133.4% | +822.4% | +321.3% |
| All | +6,875.0% | +593.1% | +6,281.9% | +896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling