+3,166.2%
MELI vs CBOE
+1,003.5%
+2,162.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -4.3% | -3.7% | -0.6% | -3.0% |
| 30D | -1.7% | +2.0% | -3.7% | -2.8% |
| 3M | +20.0% | -4.2% | +24.3% | +20.4% |
| 6M | +9.4% | +1.2% | +8.2% | +5.7% |
| YTD | -5.4% | +15.4% | -20.7% | -13.4% |
| 1Y | -18.8% | +23.5% | -42.3% | -28.0% |
| 3Y | +33.5% | +93.2% | -59.7% | -5.2% |
| 5Y | +3.2% | +142.0% | -138.8% | -33.3% |
| 10Y | +967.9% | +379.2% | +588.7% | +395.2% |
| All | +3,166.2% | +1,003.5% | +2,162.7% | +763.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling