+34.0%
MELI vs CNH
+6.3%
+27.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | -4.3% | -2.5% | -1.8% | -3.9% |
| 30D | -1.7% | +27.0% | -28.7% | -5.5% |
| 3M | +20.0% | +32.6% | -12.6% | +14.2% |
| 6M | +9.4% | +23.6% | -14.2% | +4.9% |
| YTD | -5.4% | +47.8% | -53.2% | -12.3% |
| 1Y | -18.8% | +21.3% | -40.1% | -22.2% |
| All | +34.0% | +6.3% | +27.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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