-16.7%
CTSH vs MELI
+0.1%
-16.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -9.8% | -4.3% | -5.5% | -8.9% |
| 30D | +0.1% | -1.7% | +1.8% | +0.4% |
| 3M | +13.2% | +20.0% | -6.8% | +8.9% |
| 6M | -6.2% | +9.4% | -15.6% | -8.4% |
| YTD | -28.5% | -5.4% | -23.1% | -28.2% |
| 1Y | -13.8% | -18.8% | +5.1% | -11.2% |
| 3Y | -13.7% | +33.5% | -47.2% | -21.9% |
| 5Y | -16.7% | +3.2% | -19.9% | -28.5% |
| All | -16.7% | +0.1% | -16.8% | -28.5% |
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