+6,694.3%
MELI vs ADM
+305.5%
+6,388.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.9% |
| 7D | -6.5% | +1.4% | -7.9% | -7.2% |
| 30D | +2.8% | +8.2% | -5.4% | -1.7% |
| 3M | +14.3% | +8.7% | +5.6% | +8.2% |
| 6M | +6.0% | +29.1% | -23.0% | -9.9% |
| YTD | -6.8% | +53.7% | -60.5% | -28.5% |
| 1Y | -20.9% | +43.2% | -64.2% | -37.5% |
| 3Y | +31.4% | +21.4% | +10.0% | +6.3% |
| 5Y | -0.4% | +67.1% | -67.5% | -36.5% |
| 10Y | +951.2% | +176.6% | +774.6% | +343.9% |
| All | +6,694.3% | +305.5% | +6,388.7% | +1,687.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 all: compounded portfolio wealth divided by compounded ADM 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…
all analysis · Full analysis span regression · 6 months rolling