+8.4%
MELI vs CART
+137.8%
-129.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -10.3% | +0.3% | -10.6% | -10.3% |
| 30D | -21.1% | +22.4% | -43.6% | -23.0% |
| 3M | -18.3% | +15.6% | -34.0% | -19.8% |
| 6M | -8.7% | +44.9% | -53.6% | -12.5% |
| YTD | -26.0% | +30.0% | -56.0% | -28.4% |
| 1Y | -28.8% | +56.6% | -85.4% | -32.7% |
| 3Y | +8.4% | +131.9% | -123.5% | +1.2% |
| All | +8.4% | +137.8% | -129.4% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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