+2.4%
MELI vs CMI
+164.8%
-162.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | +3.8% | -12.4% | +16.2% | +8.3% |
| 3M | +17.8% | -14.8% | +32.6% | +23.0% |
| 6M | +7.4% | +0.8% | +6.6% | +3.6% |
| YTD | -5.8% | +10.2% | -16.0% | -13.2% |
| 1Y | -18.9% | +37.4% | -56.3% | -32.9% |
| 3Y | +33.3% | +153.3% | -119.9% | -25.2% |
| All | +2.4% | +164.8% | -162.4% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling