+31.9%
MELI vs CMS
+34.5%
-2.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | +2.8% | -1.3% | +4.1% | +3.0% |
| 3M | +14.3% | -5.4% | +19.7% | +14.9% |
| 6M | +6.0% | -10.3% | +16.4% | +7.2% |
| YTD | -6.8% | -0.2% | -6.6% | -7.0% |
| 1Y | -20.9% | -0.9% | -20.1% | -21.1% |
| All | +31.9% | +34.5% | -2.7% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling