+966.1%
MELI vs CMS
+120.6%
+845.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -4.3% | -1.3% | -2.9% | -3.9% |
| 30D | -1.7% | -2.8% | +1.0% | -1.1% |
| 3M | +20.0% | -7.1% | +27.1% | +22.1% |
| 6M | +9.4% | -10.0% | +19.5% | +12.1% |
| YTD | -5.4% | -0.9% | -4.4% | -5.5% |
| 1Y | -18.8% | -2.0% | -16.8% | -18.9% |
| 3Y | +33.5% | +33.0% | +0.5% | +21.3% |
| 5Y | +3.2% | +24.3% | -21.1% | -5.8% |
| All | +966.1% | +120.6% | +845.5% | +745.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling