+34.0%
MELI vs CHRW
+87.9%
-53.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -4.3% | +4.4% | -8.6% | -4.5% |
| 30D | -1.7% | +5.5% | -7.2% | -2.1% |
| 3M | +20.0% | -17.3% | +37.3% | +21.5% |
| 6M | +9.4% | -12.7% | +22.1% | +10.1% |
| YTD | -5.4% | -4.1% | -1.2% | -5.8% |
| 1Y | -18.8% | +21.2% | -40.1% | -20.7% |
| All | +34.0% | +87.9% | -53.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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