+6,875.0%
MELI vs ACM
+173.4%
+6,701.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | +5.8% | -12.9% | +18.7% | +13.4% |
| 3M | +19.5% | -6.4% | +25.9% | +22.3% |
| 6M | +7.7% | -29.2% | +37.0% | +28.4% |
| YTD | -4.4% | -29.9% | +25.6% | +13.5% |
| 1Y | -17.9% | -47.3% | +29.3% | +14.1% |
| 3Y | +34.9% | -19.6% | +54.5% | +42.9% |
| 5Y | +1.1% | +5.5% | -4.5% | -6.5% |
| 10Y | +955.8% | +129.7% | +826.1% | +435.6% |
| All | +6,875.0% | +173.4% | +6,701.6% | +3,011.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling