+6,875.0%
MELI vs CRL
+436.4%
+6,438.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | 0.0% | -1.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | +5.8% | +5.0% | +0.8% | +2.9% |
| 3M | +19.5% | +50.6% | -31.1% | -5.6% |
| 6M | +7.7% | +60.9% | -53.2% | -19.2% |
| YTD | -4.4% | +40.7% | -45.1% | -23.8% |
| 1Y | -17.9% | +73.3% | -91.2% | -43.4% |
| 3Y | +34.9% | +40.6% | -5.7% | -9.7% |
| 5Y | +1.1% | -37.0% | +38.0% | +12.3% |
| 10Y | +955.8% | +244.3% | +711.5% | +265.2% |
| All | +6,875.0% | +436.4% | +6,438.6% | +1,572.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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