+6,875.0%
MELI vs COR
+2,114.2%
+4,760.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | -1.9% | -1.9% | 0.0% | -1.1% |
| 30D | +5.8% | +1.5% | +4.3% | +5.2% |
| 3M | +19.5% | +18.7% | +0.8% | +10.9% |
| 6M | +7.7% | -9.0% | +16.8% | +10.5% |
| YTD | -4.4% | -3.3% | -1.1% | -5.1% |
| 1Y | -17.9% | +9.8% | -27.8% | -23.7% |
| 3Y | +34.9% | +87.4% | -52.5% | -5.9% |
| 5Y | +1.1% | +180.5% | -179.4% | -42.8% |
| 10Y | +955.8% | +398.1% | +557.7% | +285.8% |
| All | +6,875.0% | +2,114.2% | +4,760.8% | +657.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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