+33.1%
MELI vs ALHC
-33.0%
+66.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | -4.3% | -5.8% | +1.5% | -3.3% |
| 30D | -1.7% | -3.3% | +1.6% | -1.3% |
| 3M | +20.0% | -37.9% | +58.0% | +28.6% |
| 6M | +9.4% | -29.5% | +38.9% | +12.8% |
| YTD | -5.4% | -35.4% | +30.0% | -1.4% |
| 1Y | -18.8% | -22.4% | +3.6% | -18.7% |
| 3Y | +33.5% | +146.3% | -112.9% | -10.7% |
| 5Y | +3.2% | -32.0% | +35.2% | -11.0% |
| All | +33.1% | -33.0% | +66.1% | +12.6% |
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