-0.4%
MELI vs CB
+98.0%
-98.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | +2.8% | -3.1% | +5.9% | +4.2% |
| 3M | +14.3% | +4.2% | +10.2% | +11.8% |
| 6M | +6.0% | +4.7% | +1.3% | +3.1% |
| YTD | -6.8% | +8.8% | -15.7% | -11.3% |
| 1Y | -20.9% | +22.6% | -43.6% | -29.3% |
| 3Y | +31.4% | +70.6% | -39.2% | -8.1% |
| 5Y | -0.4% | +99.4% | -99.8% | -36.0% |
| All | -0.4% | +98.0% | -98.3% | -36.0% |
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