-18.9%
MELI vs CP
+20.2%
-39.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -4.1% | -2.6% | -1.5% | -3.8% |
| 30D | +3.8% | -3.7% | +7.5% | +4.2% |
| 3M | +17.8% | +0.1% | +17.7% | +17.7% |
| 6M | +7.4% | +7.8% | -0.4% | +5.8% |
| YTD | -5.8% | +21.7% | -27.5% | -6.3% |
| 1Y | -18.9% | +18.6% | -37.5% | -24.3% |
| All | -18.9% | +20.2% | -39.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling