+5,296.2%
MELI vs CF
+1,840.3%
+3,455.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.7% |
| 7D | -10.3% | +4.8% | -15.1% | -12.3% |
| 30D | -21.1% | +9.7% | -30.8% | -24.3% |
| 3M | -18.3% | +1.2% | -19.6% | -19.8% |
| 6M | -8.7% | +7.4% | -16.1% | -13.5% |
| YTD | -26.0% | +60.5% | -86.5% | -41.9% |
| 1Y | -28.8% | +50.7% | -79.5% | -42.7% |
| 3Y | +8.4% | +64.8% | -56.4% | -19.4% |
| 5Y | -6.4% | +115.8% | -122.2% | -41.4% |
| 10Y | +818.3% | +481.0% | +337.3% | +215.5% |
| All | +5,296.2% | +1,840.3% | +3,455.9% | +632.6% |
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