-8.7%
MELI vs CB
+107.6%
-116.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -1.2% | +2.9% | -4.2% | -2.5% |
| 30D | -18.9% | +7.3% | -26.2% | -21.4% |
| 3M | -18.4% | +9.4% | -27.8% | -21.7% |
| 6M | -4.5% | +19.6% | -24.1% | -12.6% |
| YTD | -26.0% | +21.5% | -47.4% | -33.0% |
| 1Y | -26.6% | +28.0% | -54.6% | -35.4% |
| 3Y | +8.2% | +74.9% | -66.7% | -24.6% |
| All | -8.7% | +107.6% | -116.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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