+1,253.9%
CSX vs MELI
+7,089.6%
-5,835.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.5% |
| 7D | -2.2% | -8.6% | +6.4% | -0.5% |
| 30D | +6.8% | -18.9% | +25.7% | +11.2% |
| 3M | +0.7% | -15.8% | +16.5% | +3.6% |
| 6M | +13.3% | -6.1% | +19.4% | +13.6% |
| YTD | +40.5% | -23.9% | +64.4% | +46.0% |
| 1Y | +44.7% | -27.3% | +72.0% | +51.5% |
| 3Y | +74.5% | +14.3% | +60.2% | +60.9% |
| 5Y | +52.0% | -10.4% | +62.4% | +36.8% |
| 10Y | +412.6% | +789.7% | -377.0% | +138.3% |
| All | +1,253.9% | +7,089.6% | -5,835.7% | +212.0% |
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