+5,300.7%
MELI vs CLF
-50.5%
+5,351.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.9% |
| 7D | -1.2% | +10.4% | -11.6% | -3.7% |
| 30D | -18.9% | +0.6% | -19.5% | -19.6% |
| 3M | -18.4% | +4.1% | -22.5% | -20.3% |
| 6M | -4.5% | +15.1% | -19.6% | -10.7% |
| YTD | -26.0% | -4.7% | -21.2% | -29.3% |
| 1Y | -26.6% | +20.4% | -46.9% | -34.0% |
| 3Y | +8.2% | -23.4% | +31.6% | -1.8% |
| 5Y | -6.6% | -43.3% | +36.7% | -10.6% |
| 10Y | +859.5% | +80.5% | +778.9% | +428.7% |
| All | +5,300.7% | -50.5% | +5,351.3% | +1,809.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling