+2.4%
MELI vs CTAS
+107.2%
-104.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.6% |
| 7D | -4.1% | +0.5% | -4.6% | -4.5% |
| 30D | +3.8% | -0.7% | +4.5% | +4.3% |
| 3M | +17.8% | +11.1% | +6.8% | +7.4% |
| 6M | +7.4% | +2.1% | +5.3% | +4.5% |
| YTD | -5.8% | +8.0% | -13.8% | -12.8% |
| 1Y | -18.9% | -0.5% | -18.4% | -20.0% |
| 3Y | +33.3% | +66.2% | -32.9% | -33.3% |
| All | +2.4% | +107.2% | -104.8% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling