+2.4%
MELI vs CBOE
+136.7%
-134.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.2% |
| 7D | -4.1% | -5.8% | +1.7% | -2.4% |
| 30D | +3.8% | -3.1% | +6.9% | +4.5% |
| 3M | +17.8% | -4.8% | +22.6% | +18.6% |
| 6M | +7.4% | -0.6% | +8.0% | +3.3% |
| YTD | -5.8% | +12.8% | -18.6% | -15.2% |
| 1Y | -18.9% | +19.8% | -38.6% | -29.4% |
| 3Y | +33.3% | +86.9% | -53.6% | -24.0% |
| All | +2.4% | +136.7% | -134.2% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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