+961.1%
MELI vs CME
+282.4%
+678.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.1% | -1.6% | -2.5% | -3.5% |
| 30D | +3.8% | +5.6% | -1.8% | +1.7% |
| 3M | +17.8% | +5.6% | +12.3% | +15.0% |
| 6M | +7.4% | -8.3% | +15.7% | +9.9% |
| YTD | -5.8% | +4.3% | -10.1% | -8.4% |
| 1Y | -18.9% | +9.1% | -27.9% | -22.6% |
| 3Y | +33.3% | +52.1% | -18.7% | +8.6% |
| 5Y | +2.7% | +79.7% | -77.0% | -20.5% |
| All | +961.1% | +282.4% | +678.7% | +660.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling