+961.1%
MELI vs CLF
+133.3%
+827.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -4.1% | -3.5% | -0.6% | -3.5% |
| 30D | +3.8% | -1.6% | +5.3% | +3.8% |
| 3M | +17.8% | -12.0% | +29.9% | +19.5% |
| 6M | +7.4% | +30.0% | -22.5% | +0.1% |
| YTD | -5.8% | -9.2% | +3.4% | -7.4% |
| 1Y | -18.9% | +2.3% | -21.1% | -23.4% |
| 3Y | +33.3% | -14.4% | +47.7% | +22.0% |
| 5Y | +2.7% | -48.3% | +51.0% | +2.6% |
| All | +961.1% | +133.3% | +827.9% | +602.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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