+283.4%
CVS vs MELI
+8,701.6%
-8,418.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | -1.9% | -6.5% | +4.6% | -1.2% |
| 30D | -0.3% | +2.8% | -3.2% | -0.7% |
| 3M | -1.1% | +14.3% | -15.5% | -2.7% |
| 6M | +23.7% | +6.0% | +17.7% | +22.2% |
| YTD | +23.0% | -6.8% | +29.8% | +22.9% |
| 1Y | +37.2% | -20.9% | +58.1% | +39.0% |
| 3Y | +62.4% | +31.4% | +31.1% | +53.4% |
| 5Y | +31.8% | -0.4% | +32.2% | +23.3% |
| 10Y | +41.9% | +951.2% | -909.3% | -8.0% |
| All | +283.4% | +8,701.6% | -8,418.3% | +62.4% |
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 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