+961.1%
MELI vs CAG
-36.2%
+997.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.1% | -5.7% | +1.6% | -3.2% |
| 30D | +3.8% | -2.4% | +6.2% | +4.2% |
| 3M | +17.8% | +9.8% | +8.1% | +16.0% |
| 6M | +7.4% | -10.8% | +18.3% | +9.1% |
| YTD | -5.8% | -10.8% | +5.0% | -4.5% |
| 1Y | -18.9% | -19.0% | +0.1% | -16.6% |
| 3Y | +33.3% | -39.7% | +73.0% | +42.8% |
| 5Y | +2.7% | -43.0% | +45.7% | +10.1% |
| All | +961.1% | -36.2% | +997.3% | +987.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling