-0.4%
MELI vs CMS
+23.1%
-23.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 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% | +15.3% |
| 6M | +6.0% | -10.3% | +16.4% | +7.9% |
| YTD | -6.8% | -0.2% | -6.6% | -7.1% |
| 1Y | -20.9% | -0.9% | -20.1% | -21.2% |
| 3Y | +31.4% | +34.0% | -2.6% | +21.8% |
| 5Y | -0.4% | +23.6% | -23.9% | -9.9% |
| All | -0.4% | +23.1% | -23.4% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling