+2.4%
MELI vs CARR
+8.3%
-5.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.2% |
| 7D | -4.1% | -3.8% | -0.3% | -2.2% |
| 30D | +3.8% | -8.9% | +12.7% | +8.7% |
| 3M | +17.8% | -17.3% | +35.2% | +28.7% |
| 6M | +7.4% | -1.4% | +8.8% | +4.4% |
| YTD | -5.8% | +10.0% | -15.8% | -14.9% |
| 1Y | -18.9% | -6.4% | -12.5% | -19.7% |
| 3Y | +33.3% | +1.5% | +31.8% | +11.2% |
| All | +2.4% | +8.3% | -5.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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