-11.3%
ABT vs MELI
+2.1%
-13.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -5.9% | -4.1% | -1.8% | -5.4% |
| 30D | -8.1% | +3.8% | -11.9% | -8.6% |
| 3M | +14.5% | +17.8% | -3.3% | +11.9% |
| 6M | -6.3% | +7.4% | -13.7% | -7.5% |
| YTD | -17.1% | -5.8% | -11.3% | -17.1% |
| 1Y | -21.4% | -18.9% | -2.5% | -20.1% |
| 3Y | +5.9% | +33.3% | -27.4% | -1.7% |
| All | -11.3% | +2.1% | -13.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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