+7,063.7%
MELI vs CL
+321.5%
+6,742.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | +0.3% |
| 7D | +0.6% | -2.2% | +2.8% | +2.0% |
| 30D | +2.9% | -4.8% | +7.7% | +6.0% |
| 3M | +21.0% | +4.9% | +16.1% | +16.6% |
| 6M | +11.8% | -5.7% | +17.5% | +15.0% |
| YTD | -1.8% | +14.4% | -16.2% | -11.5% |
| 1Y | -18.2% | +8.7% | -26.9% | -24.4% |
| 3Y | +39.2% | +30.0% | +9.2% | +9.2% |
| 5Y | +1.7% | +28.4% | -26.7% | -21.5% |
| 10Y | +967.1% | +50.1% | +917.0% | +586.0% |
| All | +7,063.7% | +321.5% | +6,742.2% | +1,306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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