+1.6%
MELI vs CLF
-48.8%
+50.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -6.5% | -2.7% | -3.8% | -6.0% |
| 30D | +2.8% | -3.2% | +6.1% | +3.3% |
| 3M | +14.3% | -5.0% | +19.3% | +14.2% |
| 6M | +6.0% | +26.6% | -20.6% | -1.3% |
| YTD | -6.8% | -9.0% | +2.1% | -8.7% |
| 1Y | -20.9% | +11.8% | -32.8% | -27.9% |
| 3Y | +31.4% | -15.1% | +46.5% | +18.1% |
| All | +1.6% | -48.8% | +50.3% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling