+65.5%
CSX vs MELI
-1.2%
+66.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +0.6% | -1.9% | +2.5% | +0.8% |
| 30D | -2.3% | +5.8% | -8.1% | -3.0% |
| 3M | +4.3% | +19.5% | -15.2% | +1.9% |
| 6M | +23.4% | +7.7% | +15.6% | +21.6% |
| YTD | +36.4% | -4.4% | +40.8% | +36.1% |
| 1Y | +53.0% | -17.9% | +71.0% | +55.2% |
| 3Y | +70.6% | +34.9% | +35.8% | +59.9% |
| 5Y | +65.5% | +1.1% | +64.4% | +42.1% |
| All | +65.5% | -1.2% | +66.7% | +42.1% |
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