+31.9%
MELI vs CL
+29.0%
+2.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -6.5% | -2.3% | -4.2% | -6.3% |
| 30D | +2.8% | -5.5% | +8.3% | +3.4% |
| 3M | +14.3% | +0.8% | +13.5% | +14.2% |
| 6M | +6.0% | -4.2% | +10.2% | +6.1% |
| YTD | -6.8% | +13.4% | -20.3% | -7.8% |
| 1Y | -20.9% | +7.1% | -28.0% | -21.1% |
| All | +31.9% | +29.0% | +2.8% | +24.4% |
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