-18.9%
MELI vs CI
-5.7%
-13.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +3.8% | +1.8% | +2.0% | +3.8% |
| 3M | +17.8% | -4.2% | +22.1% | +17.9% |
| 6M | +7.4% | +8.8% | -1.4% | +7.3% |
| YTD | -5.8% | +3.7% | -9.5% | -5.9% |
| 1Y | -18.9% | -6.1% | -12.7% | -19.5% |
| All | -18.9% | -5.7% | -13.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling