+3.2%
MELI vs ABCL
-47.0%
+50.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +2.7% |
| 7D | -4.3% | -9.6% | +5.3% | -2.3% |
| 30D | -1.7% | +7.2% | -8.9% | -3.8% |
| 3M | +20.0% | +105.5% | -85.5% | -0.8% |
| 6M | +9.4% | +193.0% | -183.6% | -18.5% |
| YTD | -5.4% | +205.8% | -211.2% | -31.5% |
| 1Y | -18.8% | +144.4% | -163.2% | -39.7% |
| 3Y | +33.5% | +93.3% | -59.9% | -3.5% |
| 5Y | +3.2% | -44.9% | +48.1% | -2.3% |
| All | +3.2% | -47.0% | +50.1% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling