+165.3%
MELI vs RVMD
+620.8%
-455.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -4.3% | -3.6% | -0.7% | -3.5% |
| 30D | -1.7% | -1.1% | -0.7% | -1.7% |
| 3M | +20.0% | +41.0% | -21.0% | +10.7% |
| 6M | +9.4% | +105.7% | -96.3% | -9.0% |
| YTD | -5.4% | +155.3% | -160.7% | -26.7% |
| 1Y | -18.8% | +402.7% | -421.6% | -47.2% |
| 3Y | +33.5% | +533.1% | -499.6% | -23.9% |
| 5Y | +3.2% | +583.5% | -580.3% | -48.0% |
| All | +165.3% | +620.8% | -455.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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