+312.6%
COF vs MELI
+8,841.9%
-8,529.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -6.1% | -4.3% | -1.8% | -4.9% |
| 30D | -5.2% | -1.7% | -3.4% | -4.9% |
| 3M | +17.0% | +20.0% | -3.0% | +10.5% |
| 6M | +12.9% | +9.4% | +3.5% | +9.0% |
| YTD | -13.5% | -5.4% | -8.2% | -13.3% |
| 1Y | -5.9% | -18.8% | +13.0% | -2.1% |
| 3Y | +117.1% | +33.5% | +83.7% | +88.9% |
| 5Y | +45.4% | +3.2% | +42.2% | +24.5% |
| 10Y | +244.1% | +967.9% | -723.8% | +17.2% |
| All | +312.6% | +8,841.9% | -8,529.3% | -53.7% |
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