+5,610.2%
CLS vs MELI
+9,180.3%
-3,570.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.6% | +0.6% | +4.0% | +4.3% |
| 30D | -13.9% | +2.9% | -16.8% | -15.0% |
| 3M | -26.6% | +21.0% | -47.6% | -30.8% |
| 6M | +15.4% | +11.8% | +3.6% | +10.8% |
| YTD | +5.7% | -1.8% | +7.4% | +4.7% |
| 1Y | +41.1% | -18.2% | +59.3% | +46.8% |
| 3Y | +1,228.6% | +39.2% | +1,189.4% | +1,078.5% |
| 5Y | +3,240.6% | +1.7% | +3,239.0% | +2,888.0% |
| 10Y | +2,760.3% | +967.1% | +1,793.3% | +1,069.1% |
| All | +5,610.2% | +9,180.3% | -3,570.0% | +847.8% |
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