+3.2%
MELI vs COO
-51.8%
+55.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.7% | +16.3% | +9.7% |
| 7D | -4.3% | -23.3% | +19.1% | +10.0% |
| 30D | -1.7% | -29.5% | +27.7% | +18.5% |
| 3M | +20.0% | -20.0% | +40.0% | +33.7% |
| 6M | +9.4% | -27.2% | +36.6% | +28.8% |
| YTD | -5.4% | -33.9% | +28.5% | +17.8% |
| 1Y | -18.8% | -19.9% | +1.1% | -11.4% |
| 3Y | +33.5% | -38.1% | +71.6% | +56.2% |
| 5Y | +3.2% | -52.0% | +55.2% | +62.6% |
| All | +3.2% | -51.8% | +55.0% | +62.6% |
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