+18.6%
MELI vs ABCL
-82.9%
+101.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +2.6% |
| 7D | -4.3% | -9.6% | +5.3% | -2.4% |
| 30D | -1.7% | +7.2% | -8.9% | -3.7% |
| 3M | +20.0% | +105.5% | -85.5% | +0.1% |
| 6M | +9.4% | +193.0% | -183.6% | -17.2% |
| YTD | -5.4% | +205.8% | -211.2% | -30.2% |
| 1Y | -18.8% | +144.4% | -163.2% | -38.6% |
| 3Y | +33.5% | +93.3% | -59.9% | -2.3% |
| 5Y | +3.2% | -44.9% | +48.1% | -3.0% |
| All | +18.6% | -82.9% | +101.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling