+864.1%
MELI vs ACGL
+322.9%
+541.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -3.6% | -1.2% | -2.4% | -3.2% |
| 30D | -21.4% | +12.8% | -34.2% | -24.9% |
| 3M | -19.3% | +12.3% | -31.6% | -22.9% |
| 6M | -6.6% | +15.8% | -22.4% | -12.0% |
| YTD | -26.8% | +13.9% | -40.7% | -30.8% |
| 1Y | -29.9% | +19.0% | -48.9% | -35.0% |
| 3Y | +7.3% | +33.7% | -26.3% | -7.3% |
| 5Y | -7.6% | +173.4% | -181.0% | -41.1% |
| All | +864.1% | +322.9% | +541.2% | +487.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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