+7,063.7%
MELI vs CF
+2,014.6%
+5,049.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.5% |
| 7D | +0.6% | +6.0% | -5.4% | -1.6% |
| 30D | +2.9% | +14.8% | -11.9% | -2.5% |
| 3M | +21.0% | +14.1% | +7.0% | +14.3% |
| 6M | +11.8% | +28.5% | -16.7% | -2.5% |
| YTD | -1.8% | +74.9% | -76.7% | -24.3% |
| 1Y | -18.2% | +61.7% | -79.9% | -35.2% |
| 3Y | +39.2% | +80.3% | -41.2% | +0.7% |
| 5Y | +1.7% | +226.0% | -224.3% | -45.9% |
| 10Y | +967.1% | +569.9% | +397.2% | +245.7% |
| All | +7,063.7% | +2,014.6% | +5,049.1% | +853.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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