+688.6%
CAT vs MELI
+859.5%
-170.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | +7.4% | -1.2% | +8.7% | +7.7% |
| 30D | -19.7% | -18.9% | -0.8% | -17.1% |
| 3M | -29.6% | -18.4% | -11.2% | -27.6% |
| 6M | -33.2% | -4.5% | -28.7% | -33.3% |
| YTD | +5.7% | -26.0% | +31.6% | +9.3% |
| 1Y | +9.3% | -26.6% | +35.9% | +13.1% |
| 3Y | +158.3% | +8.2% | +150.1% | +146.5% |
| 5Y | +211.6% | -6.6% | +218.2% | +189.6% |
| All | +688.6% | +859.5% | -170.8% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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