-8.7%
MELI vs COO
-40.4%
+31.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | -18.9% | +14.2% | -33.1% | -24.6% |
| 3M | -18.4% | -18.2% | -0.2% | -9.6% |
| 6M | -4.5% | +5.3% | -9.9% | -9.9% |
| YTD | -26.0% | -23.6% | -2.4% | -15.2% |
| 1Y | -26.6% | -12.7% | -13.9% | -23.0% |
| 3Y | +8.2% | -24.2% | +32.4% | +9.4% |
| All | -8.7% | -40.4% | +31.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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