+1,152.6%
CAT vs MELI
+6,896.4%
-5,743.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | +7.4% | -1.2% | +8.7% | +7.8% |
| 30D | -19.7% | -18.9% | -0.8% | -16.0% |
| 3M | -29.6% | -18.4% | -11.2% | -26.8% |
| 6M | -33.2% | -4.5% | -28.7% | -33.3% |
| YTD | +5.7% | -26.0% | +31.6% | +10.8% |
| 1Y | +9.3% | -26.6% | +35.9% | +14.6% |
| 3Y | +158.3% | +8.2% | +150.1% | +141.0% |
| 5Y | +211.6% | -6.6% | +218.2% | +177.2% |
| 10Y | +698.5% | +859.5% | -161.0% | +237.8% |
| All | +1,152.6% | +6,896.4% | -5,743.8% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling