+961.1%
MELI vs ACM
+134.0%
+827.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -4.1% | -4.6% | +0.5% | -1.9% |
| 30D | +3.8% | +4.1% | -0.3% | +1.6% |
| 3M | +17.8% | -8.3% | +26.1% | +21.3% |
| 6M | +7.4% | -30.1% | +37.5% | +25.4% |
| YTD | -5.8% | -32.6% | +26.8% | +11.2% |
| 1Y | -18.9% | -49.6% | +30.7% | +10.2% |
| 3Y | +33.3% | -23.0% | +56.4% | +43.1% |
| 5Y | +2.7% | +2.0% | +0.7% | -1.4% |
| All | +961.1% | +134.0% | +827.1% | +646.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling