+34.0%
MELI vs CME
+52.3%
-18.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.3% | -2.4% | -1.9% | -4.3% |
| 30D | -1.7% | +6.2% | -7.9% | -1.8% |
| 3M | +20.0% | +4.4% | +15.6% | +19.9% |
| 6M | +9.4% | -9.6% | +19.1% | +9.9% |
| YTD | -5.4% | +3.8% | -9.1% | -5.4% |
| 1Y | -18.8% | +9.5% | -28.4% | -19.0% |
| All | +34.0% | +52.3% | -18.3% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling