+961.1%
MELI vs CG
+314.7%
+646.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | -4.1% | -9.9% | +5.8% | +0.9% |
| 30D | +3.8% | -11.7% | +15.4% | +9.9% |
| 3M | +17.8% | -4.3% | +22.1% | +19.1% |
| 6M | +7.4% | -8.8% | +16.2% | +10.5% |
| YTD | -5.8% | -26.9% | +21.1% | +7.3% |
| 1Y | -18.9% | -35.4% | +16.6% | -2.2% |
| 3Y | +33.3% | +43.0% | -9.7% | -6.1% |
| 5Y | +2.7% | +1.9% | +0.8% | -11.9% |
| All | +961.1% | +314.7% | +646.4% | +420.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling