+3.2%
MELI vs CHRW
+94.0%
-90.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -4.3% | +4.4% | -8.6% | -5.2% |
| 30D | -1.7% | +5.5% | -7.2% | -3.0% |
| 3M | +20.0% | -17.3% | +37.3% | +24.1% |
| 6M | +9.4% | -12.7% | +22.1% | +11.1% |
| YTD | -5.4% | -4.1% | -1.2% | -7.1% |
| 1Y | -18.8% | +21.2% | -40.1% | -25.7% |
| 3Y | +33.5% | +88.9% | -55.4% | +0.7% |
| 5Y | +3.2% | +93.1% | -89.9% | -18.6% |
| All | +3.2% | +94.0% | -90.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling