+7,063.7%
MELI vs CMS
+714.3%
+6,349.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +2.9% | -3.6% | +6.5% | +5.0% |
| 3M | +21.0% | -1.9% | +22.9% | +21.9% |
| 6M | +11.8% | -11.0% | +22.8% | +18.9% |
| YTD | -1.8% | +0.2% | -2.0% | -3.0% |
| 1Y | -18.2% | -1.3% | -16.9% | -18.8% |
| 3Y | +39.2% | +35.9% | +3.2% | +10.1% |
| 5Y | +1.7% | +23.1% | -21.4% | -17.5% |
| 10Y | +967.1% | +117.9% | +849.1% | +385.7% |
| All | +7,063.7% | +714.3% | +6,349.4% | +593.3% |
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 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