+2.4%
MELI vs CRL
-37.1%
+39.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | -4.1% | -3.5% | -0.5% | -2.8% |
| 30D | +3.8% | -2.1% | +5.9% | +4.5% |
| 3M | +17.8% | +48.0% | -30.1% | +1.4% |
| 6M | +7.4% | +64.7% | -57.3% | -11.8% |
| YTD | -5.8% | +39.5% | -45.3% | -18.4% |
| 1Y | -18.9% | +74.2% | -93.0% | -36.4% |
| 3Y | +33.3% | +39.4% | -6.0% | +3.5% |
| All | +2.4% | -37.1% | +39.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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