+34.0%
MELI vs CTAS
+64.7%
-30.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -4.3% | -1.3% | -3.0% | -3.8% |
| 30D | -1.7% | -3.1% | +1.3% | -0.7% |
| 3M | +20.0% | +10.3% | +9.7% | +15.4% |
| 6M | +9.4% | +1.6% | +7.8% | +8.1% |
| YTD | -5.4% | +6.3% | -11.7% | -8.0% |
| 1Y | -18.8% | -0.5% | -18.4% | -19.4% |
| All | +34.0% | +64.7% | -30.7% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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