+1,353.5%
MELI vs CNH
+55.5%
+1,297.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +2.9% | -0.7% |
| 7D | -1.9% | +8.8% | -10.7% | -4.9% |
| 30D | +5.8% | +24.7% | -18.9% | -2.6% |
| 3M | +19.5% | +27.3% | -7.8% | +8.4% |
| 6M | +7.7% | +23.2% | -15.4% | -2.2% |
| YTD | -4.4% | +48.9% | -53.3% | -19.4% |
| 1Y | -17.9% | +19.4% | -37.3% | -25.2% |
| 3Y | +34.9% | +7.8% | +27.1% | +22.1% |
| 5Y | +1.1% | +8.7% | -7.7% | -8.8% |
| 10Y | +955.8% | +149.5% | +806.3% | +592.1% |
| All | +1,353.5% | +55.5% | +1,297.9% | +905.2% |
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