+2.4%
MELI vs CTVA
+102.9%
-100.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -4.1% | -4.5% | +0.4% | -2.2% |
| 30D | +3.8% | +11.3% | -7.5% | -0.7% |
| 3M | +17.8% | +12.3% | +5.5% | +11.3% |
| 6M | +7.4% | +7.2% | +0.3% | +2.8% |
| YTD | -5.8% | +26.0% | -31.8% | -16.6% |
| 1Y | -18.9% | +16.0% | -34.9% | -25.6% |
| 3Y | +33.3% | +73.9% | -40.6% | -1.3% |
| All | +2.4% | +102.9% | -100.5% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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