+7.4%
MELI vs ZCMD
-99.5%
+107.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.6% | -0.4% |
| 7D | -4.1% | -5.4% | +1.3% | -4.1% |
| 30D | +3.8% | -24.8% | +28.5% | +3.9% |
| 3M | +17.8% | -62.8% | +80.6% | +17.1% |
| 6M | +7.4% | -99.5% | +107.0% | +26.1% |
| All | +7.4% | -99.5% | +107.0% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling