+791.8%
CIEN vs MELI
+8,701.6%
-7,909.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | -4.6% | -6.5% | +1.9% | -2.7% |
| 30D | -12.8% | +2.8% | -15.7% | -14.2% |
| 3M | -23.1% | +14.3% | -37.4% | -27.0% |
| 6M | +6.1% | +6.0% | +0.1% | +2.2% |
| YTD | +44.5% | -6.8% | +51.4% | +43.4% |
| 1Y | +176.6% | -20.9% | +197.5% | +187.0% |
| 3Y | +601.0% | +31.4% | +569.6% | +504.2% |
| 5Y | +509.1% | -0.4% | +509.5% | +419.9% |
| 10Y | +1,460.5% | +951.2% | +509.3% | +415.5% |
| All | +791.8% | +8,701.6% | -7,909.8% | +12.6% |
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