-5.8%
MELI vs ADVB
-88.8%
+83.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -2.6% |
| 7D | -1.9% | -14.0% | +12.1% | -1.8% |
| 30D | +5.8% | +41.0% | -35.2% | +5.5% |
| 3M | +19.5% | +127.9% | -108.4% | +16.7% |
| 6M | +7.7% | +101.3% | -93.6% | +5.6% |
| YTD | -4.4% | +53.8% | -58.1% | -5.7% |
| 1Y | -17.9% | +4.4% | -22.3% | -18.7% |
| All | -5.8% | -88.8% | +83.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling