+1.6%
MELI vs CNH
+12.0%
-10.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.4% |
| 7D | -6.5% | +1.8% | -8.3% | -7.2% |
| 30D | +2.8% | +32.6% | -29.8% | -8.0% |
| 3M | +14.3% | +29.4% | -15.1% | +2.3% |
| 6M | +6.0% | +26.0% | -19.9% | -5.2% |
| YTD | -6.8% | +52.2% | -59.1% | -23.8% |
| 1Y | -20.9% | +23.9% | -44.8% | -29.4% |
| 3Y | +31.4% | +10.1% | +21.2% | +18.1% |
| All | +1.6% | +12.0% | -10.5% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling