+5,300.7%
MELI vs CMS
+743.9%
+4,556.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.1% |
| 7D | -1.2% | +1.7% | -3.0% | -2.2% |
| 30D | -18.9% | +6.2% | -25.1% | -21.8% |
| 3M | -18.4% | +0.6% | -19.0% | -18.9% |
| 6M | -4.5% | -1.8% | -2.7% | -4.1% |
| YTD | -26.0% | +3.8% | -29.8% | -28.5% |
| 1Y | -26.6% | -1.8% | -24.8% | -26.8% |
| 3Y | +8.2% | +39.8% | -31.6% | -15.7% |
| 5Y | -6.6% | +37.1% | -43.7% | -29.3% |
| 10Y | +859.5% | +138.6% | +720.9% | +308.1% |
| All | +5,300.7% | +743.9% | +4,556.8% | +411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling