-24.5%
MELI vs ALM
+44.8%
-69.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.6% |
| 7D | +4.0% | -6.4% | +10.4% | +4.3% |
| 30D | -6.5% | -35.0% | +28.5% | -4.4% |
| 3M | -7.9% | -33.8% | +25.9% | -6.3% |
| 6M | -4.1% | -55.0% | +51.0% | -0.8% |
| YTD | -13.6% | -0.2% | -13.4% | -18.4% |
| 1Y | -24.5% | +41.8% | -66.3% | -32.6% |
| All | -24.5% | +44.8% | -69.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling