+34.0%
MELI vs CCJ
+164.6%
-130.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.0% |
| 7D | -4.3% | -3.2% | -1.1% | -3.8% |
| 30D | -1.7% | -1.3% | -0.4% | -1.7% |
| 3M | +20.0% | +2.5% | +17.5% | +19.2% |
| 6M | +9.4% | -18.9% | +28.3% | +11.8% |
| YTD | -5.4% | +6.5% | -11.8% | -7.0% |
| 1Y | -18.8% | +22.8% | -41.7% | -22.1% |
| All | +34.0% | +164.6% | -130.6% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling