+10.9%
CMG vs MELI
-24.4%
+35.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.2% | +4.8% |
| 7D | +22.5% | +4.0% | +18.5% | +21.5% |
| 30D | +14.1% | -6.5% | +20.6% | +15.5% |
| 3M | +4.1% | -7.9% | +12.0% | +5.8% |
| 6M | +10.1% | -4.1% | +14.1% | +10.1% |
| YTD | -4.9% | -13.6% | +8.8% | -3.7% |
| 1Y | +10.9% | -24.5% | +35.4% | +18.4% |
| All | +10.9% | -24.4% | +35.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 1y: compounded portfolio wealth divided by compounded MELI 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…
1y analysis · Full analysis span regression · 6 months rolling