+34.0%
MELI vs CP
+18.1%
+15.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | -4.3% | -2.7% | -1.6% | -3.7% |
| 30D | -1.7% | -3.4% | +1.6% | -1.0% |
| 3M | +20.0% | -0.6% | +20.7% | +20.0% |
| 6M | +9.4% | +6.3% | +3.1% | +7.5% |
| YTD | -5.4% | +21.2% | -26.5% | -9.9% |
| 1Y | -18.8% | +20.0% | -38.9% | -22.8% |
| All | +34.0% | +18.1% | +15.9% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling