-33.5%
MELI vs CMI
+6.1%
-39.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.9% | -7.1% | -11.7% |
| 7D | -7.8% | -13.4% | +5.6% | -7.2% |
| 30D | -17.6% | -16.2% | -1.4% | -17.0% |
| 3M | -20.4% | -30.8% | +10.4% | -18.9% |
| 6M | -15.8% | -33.1% | +17.3% | -14.7% |
| YTD | -24.0% | -11.2% | -12.8% | -25.4% |
| 1Y | -33.5% | +3.6% | -37.2% | -35.2% |
| All | -33.5% | +6.1% | -39.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling