+1,676.3%
CMG vs MELI
+8,841.9%
-7,165.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -3.8% | -4.3% | +0.4% | -2.8% |
| 30D | +12.9% | -1.7% | +14.6% | +13.2% |
| 3M | +18.8% | +20.0% | -1.2% | +13.5% |
| 6M | +4.1% | +9.4% | -5.4% | +1.3% |
| YTD | -2.4% | -5.4% | +3.0% | -2.1% |
| 1Y | -6.7% | -18.8% | +12.2% | -3.5% |
| 3Y | -7.1% | +33.5% | -40.6% | -17.1% |
| 5Y | -5.0% | +3.2% | -8.2% | -15.7% |
| 10Y | +323.5% | +967.9% | -644.4% | +104.7% |
| All | +1,676.3% | +8,841.9% | -7,165.6% | +334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling