+1,025.4%
MELI vs CNH
+36.2%
+989.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -1.2% | +3.0% | -4.3% | -2.4% |
| 30D | -18.9% | -0.6% | -18.3% | -18.9% |
| 3M | -18.4% | +14.6% | -33.0% | -23.2% |
| 6M | -4.5% | +11.8% | -16.3% | -10.5% |
| YTD | -26.0% | +30.4% | -56.4% | -35.2% |
| 1Y | -26.6% | +19.1% | -45.6% | -33.6% |
| 3Y | +8.2% | +30.2% | -22.0% | -10.3% |
| 5Y | -6.6% | -17.8% | +11.2% | -7.8% |
| 10Y | +859.5% | +103.9% | +755.5% | +567.7% |
| All | +1,025.4% | +36.2% | +989.2% | +708.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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