+2.4%
MELI vs COPX
+163.4%
-160.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -4.1% | -2.3% | -1.7% | -3.5% |
| 30D | +3.8% | +0.3% | +3.5% | +3.1% |
| 3M | +17.8% | +6.8% | +11.0% | +13.3% |
| 6M | +7.4% | +7.9% | -0.5% | +0.8% |
| YTD | -5.8% | +23.7% | -29.5% | -18.6% |
| 1Y | -18.9% | +71.5% | -90.4% | -40.9% |
| 3Y | +33.3% | +149.1% | -115.8% | -27.6% |
| All | +2.4% | +163.4% | -160.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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