+6,694.3%
MELI vs CHRW
+344.7%
+6,349.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -6.5% | +4.1% | -10.6% | -8.3% |
| 30D | +2.8% | +1.9% | +1.0% | +1.5% |
| 3M | +14.3% | -21.2% | +35.5% | +25.5% |
| 6M | +6.0% | -16.7% | +22.7% | +11.9% |
| YTD | -6.8% | -5.4% | -1.5% | -9.7% |
| 1Y | -20.9% | +21.2% | -42.1% | -33.8% |
| 3Y | +31.4% | +86.5% | -55.1% | -20.6% |
| 5Y | -0.4% | +93.0% | -93.4% | -42.9% |
| 10Y | +951.2% | +174.5% | +776.7% | +319.7% |
| All | +6,694.3% | +344.7% | +6,349.6% | +1,457.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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