+11.8%
CRM vs MELI
+31.9%
-20.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -4.1% | -0.3% | -3.2% |
| 30D | +28.1% | +3.8% | +24.4% | +26.5% |
| 3M | +48.8% | +17.8% | +31.0% | +41.2% |
| 6M | +28.3% | +7.4% | +20.8% | +24.6% |
| YTD | -6.0% | -5.8% | -0.2% | -5.2% |
| 1Y | +1.4% | -18.9% | +20.3% | +6.3% |
| 3Y | +11.8% | +33.3% | -21.5% | -3.4% |
| All | +11.8% | +31.9% | -20.0% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling