-0.4%
MELI vs ACGL
+152.7%
-153.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -6.5% | -2.1% | -4.4% | -5.7% |
| 30D | +2.8% | -2.2% | +5.0% | +3.8% |
| 3M | +14.3% | +6.3% | +8.0% | +11.2% |
| 6M | +6.0% | +0.5% | +5.5% | +5.3% |
| YTD | -6.8% | +0.2% | -7.1% | -7.7% |
| 1Y | -20.9% | +7.3% | -28.2% | -24.3% |
| 3Y | +31.4% | +30.8% | +0.5% | +7.0% |
| 5Y | -0.4% | +155.8% | -156.2% | -51.5% |
| All | -0.4% | +152.7% | -153.1% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling