-3.1%
CMG vs MELI
+2.1%
-5.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.1% | -4.1% | +2.0% | -0.9% |
| 30D | +10.9% | +3.8% | +7.1% | +9.7% |
| 3M | +15.8% | +17.8% | -2.0% | +10.4% |
| 6M | +6.9% | +7.4% | -0.5% | +4.2% |
| YTD | -2.2% | -5.8% | +3.6% | -1.8% |
| 1Y | -7.1% | -18.9% | +11.8% | -3.5% |
| 3Y | -7.1% | +33.3% | -40.5% | -19.9% |
| All | -3.1% | +2.1% | -5.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling