+6,694.3%
MELI vs CME
+366.7%
+6,327.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.9% |
| 7D | -6.5% | -1.1% | -5.4% | -5.9% |
| 30D | +2.8% | +4.2% | -1.3% | +0.1% |
| 3M | +14.3% | +7.3% | +7.0% | +8.5% |
| 6M | +6.0% | -11.4% | +17.4% | +11.7% |
| YTD | -6.8% | +3.5% | -10.4% | -10.7% |
| 1Y | -20.9% | +8.6% | -29.5% | -26.6% |
| 3Y | +31.4% | +51.6% | -20.2% | -3.2% |
| 5Y | -0.4% | +75.3% | -75.6% | -32.3% |
| 10Y | +951.2% | +278.8% | +672.3% | +286.8% |
| All | +6,694.3% | +366.7% | +6,327.5% | +1,906.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling