+19.9%
MELI vs ABCL
-81.2%
+101.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | +5.8% | +65.1% | -59.3% | -5.8% |
| 3M | +19.5% | +111.1% | -91.6% | -0.7% |
| 6M | +7.7% | +231.6% | -223.9% | -20.4% |
| YTD | -4.4% | +234.5% | -238.9% | -30.7% |
| 1Y | -17.9% | +174.3% | -192.3% | -39.3% |
| 3Y | +34.9% | +111.5% | -76.6% | -2.9% |
| 5Y | +1.1% | -37.3% | +38.3% | -7.2% |
| All | +19.9% | -81.2% | +101.1% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling