+961.1%
MELI vs ACWI
+233.9%
+727.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.9% |
| 7D | -4.1% | -1.0% | -3.1% | -2.6% |
| 30D | +3.8% | -0.9% | +4.6% | +5.1% |
| 3M | +17.8% | +3.5% | +14.3% | +11.2% |
| 6M | +7.4% | +12.8% | -5.4% | -11.7% |
| YTD | -5.8% | +14.0% | -19.8% | -23.9% |
| 1Y | -18.9% | +19.2% | -38.0% | -38.8% |
| 3Y | +33.3% | +75.1% | -41.8% | -47.2% |
| 5Y | +2.7% | +68.6% | -65.9% | -52.8% |
| All | +961.1% | +233.9% | +727.2% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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