+33.3%
MELI vs CMI
+150.2%
-116.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +3.8% | -12.4% | +16.2% | +5.8% |
| 3M | +17.8% | -14.8% | +32.6% | +20.0% |
| 6M | +7.4% | +0.8% | +6.6% | +4.9% |
| YTD | -5.8% | +10.2% | -16.0% | -9.8% |
| 1Y | -18.9% | +37.4% | -56.3% | -26.2% |
| 3Y | +33.3% | +153.3% | -119.9% | -0.9% |
| All | +33.3% | +150.2% | -116.9% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling