+6,770.4%
MELI vs CMI
+1,501.5%
+5,268.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | -4.1% | -0.7% | -3.4% | -3.7% |
| 30D | +3.8% | -12.4% | +16.2% | +11.3% |
| 3M | +17.8% | -14.8% | +32.6% | +26.6% |
| 6M | +7.4% | +0.8% | +6.6% | +3.2% |
| YTD | -5.8% | +10.2% | -16.0% | -15.0% |
| 1Y | -18.9% | +37.4% | -56.3% | -36.4% |
| 3Y | +33.3% | +153.3% | -119.9% | -30.5% |
| 5Y | +2.7% | +167.6% | -164.9% | -48.7% |
| 10Y | +962.9% | +514.4% | +448.6% | +190.8% |
| All | +6,770.4% | +1,501.5% | +5,268.9% | +701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling