+961.1%
MELI vs ADP
+286.3%
+674.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -4.1% | -2.8% | -1.3% | -2.4% |
| 30D | +3.8% | +0.2% | +3.5% | +3.6% |
| 3M | +17.8% | +20.5% | -2.6% | +3.9% |
| 6M | +7.4% | +28.8% | -21.3% | -10.2% |
| YTD | -5.8% | +6.6% | -12.4% | -11.0% |
| 1Y | -18.9% | -6.9% | -12.0% | -16.3% |
| 3Y | +33.3% | +16.1% | +17.2% | +15.4% |
| 5Y | +2.7% | +49.3% | -46.6% | -23.0% |
| All | +961.1% | +286.3% | +674.8% | +423.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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