+6,694.3%
MELI vs CCJ
+227.0%
+6,467.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | -6.5% | +4.2% | -10.7% | -8.1% |
| 30D | +2.8% | +3.2% | -0.3% | +1.1% |
| 3M | +14.3% | -1.8% | +16.1% | +13.8% |
| 6M | +6.0% | -13.5% | +19.6% | +9.2% |
| YTD | -6.8% | +9.7% | -16.6% | -14.4% |
| 1Y | -20.9% | +30.0% | -50.9% | -34.2% |
| 3Y | +31.4% | +172.6% | -141.2% | -29.1% |
| 5Y | -0.4% | +342.9% | -343.3% | -59.3% |
| 10Y | +951.2% | +1,099.7% | -148.6% | +109.3% |
| All | +6,694.3% | +227.0% | +6,467.2% | +2,025.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling