+33.3%
MELI vs ZCMD
-100.0%
+133.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.6% | -0.5% |
| 7D | -4.1% | -5.4% | +1.3% | -4.1% |
| 30D | +3.8% | -24.8% | +28.6% | +3.8% |
| 3M | +17.8% | -62.8% | +80.6% | +17.6% |
| 6M | +7.4% | -99.5% | +107.0% | +7.2% |
| YTD | -5.8% | -99.8% | +94.0% | -6.7% |
| 1Y | -18.9% | -99.9% | +81.1% | -20.5% |
| 3Y | +33.3% | -100.0% | +133.3% | +16.5% |
| All | +33.3% | -100.0% | +133.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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