+113.4%
CSCO vs MELI
+0.1%
+113.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.6% |
| 30D | -10.8% | -1.7% | -9.0% | -10.7% |
| 3M | -9.2% | +20.0% | -29.2% | -11.3% |
| 6M | +39.5% | +9.4% | +30.1% | +37.2% |
| YTD | +41.5% | -5.4% | +46.9% | +41.4% |
| 1Y | +61.0% | -18.8% | +79.8% | +63.4% |
| 3Y | +105.2% | +33.5% | +71.7% | +93.1% |
| 5Y | +113.4% | +3.2% | +110.3% | +99.4% |
| All | +113.4% | +0.1% | +113.4% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling