+7.0%
MELI vs CL
+38.4%
-31.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -21.4% | +9.5% | -30.8% | -22.2% |
| 3M | -19.3% | +6.6% | -26.0% | -20.1% |
| 6M | -6.6% | +13.2% | -19.8% | -7.9% |
| YTD | -26.8% | +26.9% | -53.6% | -28.3% |
| 1Y | -29.9% | +27.6% | -57.5% | -31.5% |
| All | +7.0% | +38.4% | -31.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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