+32.5%
MELI vs ALHC
-33.8%
+66.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -4.1% | -6.9% | +2.8% | -2.9% |
| 30D | +3.8% | -6.7% | +10.5% | +5.0% |
| 3M | +17.8% | -37.7% | +55.5% | +26.2% |
| 6M | +7.4% | -30.0% | +37.4% | +10.9% |
| YTD | -5.8% | -36.2% | +30.3% | -1.7% |
| 1Y | -18.9% | -22.9% | +4.0% | -18.6% |
| 3Y | +33.3% | +138.4% | -105.0% | -10.0% |
| 5Y | +2.7% | -32.8% | +35.5% | -11.3% |
| All | +32.5% | -33.8% | +66.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling