+211.7%
CMCSA vs MELI
+8,701.6%
-8,489.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.6% | -4.0% | -6.1% |
| 7D | -8.3% | -6.5% | -1.8% | -7.1% |
| 30D | -2.4% | +2.8% | -5.3% | -3.0% |
| 3M | +4.5% | +14.3% | -9.8% | +1.8% |
| 6M | -18.8% | +6.0% | -24.8% | -20.1% |
| YTD | -8.9% | -6.8% | -2.1% | -8.7% |
| 1Y | -18.3% | -20.9% | +2.6% | -16.1% |
| 3Y | -35.0% | +31.4% | -66.3% | -40.5% |
| 5Y | -48.2% | -0.4% | -47.8% | -53.1% |
| 10Y | +4.6% | +951.2% | -946.6% | -45.5% |
| All | +211.7% | +8,701.6% | -8,489.9% | -13.8% |
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