+6,694.3%
MELI vs ROST
+3,790.4%
+2,903.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.6% |
| 7D | -6.5% | -2.2% | -4.3% | -5.3% |
| 30D | +2.8% | -11.4% | +14.3% | +9.7% |
| 3M | +14.3% | -1.6% | +16.0% | +14.6% |
| 6M | +6.0% | +6.8% | -0.8% | +1.0% |
| YTD | -6.8% | +25.8% | -32.7% | -19.2% |
| 1Y | -20.9% | +52.4% | -73.3% | -38.5% |
| 3Y | +31.4% | +94.4% | -63.0% | -13.6% |
| 5Y | -0.4% | +108.2% | -108.6% | -37.4% |
| 10Y | +951.2% | +308.5% | +642.7% | +294.1% |
| All | +6,694.3% | +3,790.4% | +2,903.8% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling