+442.4%
CSCO vs MELI
+8,935.8%
-8,493.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -0.5% | -1.9% | +1.4% | -0.2% |
| 30D | -10.1% | +5.8% | -15.9% | -11.3% |
| 3M | -11.7% | +19.5% | -31.2% | -15.1% |
| 6M | +40.1% | +7.7% | +32.4% | +36.6% |
| YTD | +43.8% | -4.4% | +48.2% | +43.0% |
| 1Y | +66.6% | -17.9% | +84.5% | +69.9% |
| 3Y | +108.5% | +34.9% | +73.6% | +88.0% |
| 5Y | +114.0% | +1.1% | +112.9% | +90.5% |
| 10Y | +366.8% | +955.8% | -589.0% | +123.4% |
| All | +442.4% | +8,935.8% | -8,493.4% | +30.7% |
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