+334.4%
COP vs MELI
+8,935.8%
-8,601.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.1% |
| 7D | -0.8% | -1.9% | +1.1% | -0.5% |
| 30D | +15.6% | +5.8% | +9.8% | +14.2% |
| 3M | +14.3% | +19.5% | -5.2% | +10.0% |
| 6M | +17.0% | +7.7% | +9.2% | +14.0% |
| YTD | +47.4% | -4.4% | +51.8% | +46.5% |
| 1Y | +52.4% | -17.9% | +70.3% | +55.1% |
| 3Y | +20.8% | +34.9% | -14.1% | +8.2% |
| 5Y | +191.7% | +1.1% | +190.6% | +157.8% |
| 10Y | +325.1% | +955.8% | -630.7% | +98.7% |
| All | +334.4% | +8,935.8% | -8,601.4% | -2.6% |
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