+3.2%
MELI vs CME
+76.3%
-73.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.3% | -2.4% | -1.9% | -3.3% |
| 30D | -1.7% | +6.2% | -7.9% | -4.3% |
| 3M | +20.0% | +4.4% | +15.6% | +17.3% |
| 6M | +9.4% | -9.6% | +19.1% | +14.0% |
| YTD | -5.4% | +3.8% | -9.1% | -8.5% |
| 1Y | -18.8% | +9.5% | -28.4% | -24.2% |
| 3Y | +33.5% | +51.9% | -18.5% | -5.0% |
| 5Y | +3.2% | +78.7% | -75.5% | -32.6% |
| All | +3.2% | +76.3% | -73.1% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling