+3,805.2%
MELI vs COPX
+179.5%
+3,625.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -4.1% | -2.3% | -1.7% | -3.4% |
| 30D | +3.8% | +0.3% | +3.5% | +3.0% |
| 3M | +17.8% | +6.8% | +11.0% | +12.3% |
| 6M | +7.4% | +7.9% | -0.5% | -0.4% |
| YTD | -5.8% | +23.7% | -29.5% | -19.8% |
| 1Y | -18.9% | +71.5% | -90.4% | -42.0% |
| 3Y | +33.3% | +149.1% | -115.8% | -26.4% |
| 5Y | +2.7% | +167.3% | -164.6% | -45.5% |
| 10Y | +962.9% | +568.5% | +394.4% | +225.1% |
| All | +3,805.2% | +179.5% | +3,625.7% | +1,728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling