-8.7%
MELI vs CP
+25.5%
-34.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -1.2% | +2.1% | -3.4% | -2.4% |
| 30D | -18.9% | +9.3% | -28.2% | -22.7% |
| 3M | -18.4% | +0.5% | -18.9% | -18.8% |
| 6M | -4.5% | +10.4% | -14.9% | -10.1% |
| YTD | -26.0% | +28.7% | -54.6% | -36.7% |
| 1Y | -26.6% | +33.2% | -59.7% | -38.6% |
| 3Y | +8.2% | +38.4% | -30.2% | -18.9% |
| All | -8.7% | +25.5% | -34.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling