-24.5%
MELI vs CMS
+1.4%
-25.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.6% |
| 7D | +4.0% | +4.1% | -0.1% | +3.9% |
| 30D | -6.5% | +10.9% | -17.3% | -6.8% |
| 3M | -7.9% | -0.2% | -7.6% | -8.2% |
| 6M | -4.1% | -4.7% | +0.7% | -4.5% |
| YTD | -13.6% | +3.9% | -17.5% | -12.0% |
| 1Y | -24.5% | +0.4% | -24.9% | -23.0% |
| All | -24.5% | +1.4% | -25.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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