+4.2%
MELI vs ALHC
-61.4%
+65.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -18.9% | -10.6% | -8.3% | -17.4% |
| 3M | -18.4% | -45.3% | +26.9% | -10.5% |
| 6M | -4.5% | -59.7% | +55.2% | +7.8% |
| YTD | -26.0% | -62.7% | +36.8% | -16.1% |
| 1Y | -26.6% | -56.1% | +29.5% | -19.6% |
| 3Y | +8.2% | +21.3% | -13.0% | -15.5% |
| 5Y | -6.6% | -66.0% | +59.4% | -10.1% |
| All | +4.2% | -61.4% | +65.5% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling