+33.3%
MELI vs ACM
-22.9%
+56.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -4.1% | -4.6% | +0.5% | -2.6% |
| 30D | +3.8% | +4.1% | -0.3% | +2.3% |
| 3M | +17.8% | -8.3% | +26.1% | +20.0% |
| 6M | +7.4% | -30.1% | +37.5% | +20.4% |
| YTD | -5.8% | -32.6% | +26.8% | +6.5% |
| 1Y | -18.9% | -49.6% | +30.7% | +2.4% |
| 3Y | +33.3% | -23.0% | +56.4% | +40.0% |
| All | +33.3% | -22.9% | +56.2% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling