+2.4%
MELI vs ROST
+114.0%
-111.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +3.8% | -6.9% | +10.7% | +8.1% |
| 3M | +17.8% | -3.3% | +21.2% | +19.5% |
| 6M | +7.4% | +9.0% | -1.6% | +0.2% |
| YTD | -5.8% | +28.9% | -34.7% | -21.4% |
| 1Y | -18.9% | +54.0% | -72.8% | -40.1% |
| 3Y | +33.3% | +100.7% | -67.4% | -23.4% |
| All | +2.4% | +114.0% | -111.6% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 5y: compounded portfolio wealth divided by compounded ROST 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…
5y analysis · Full analysis span regression · 6 months rolling