-18.9%
MELI vs ALM
+247.3%
-266.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.1% | -0.2% |
| 7D | -4.1% | -11.8% | +7.7% | -3.6% |
| 30D | +3.8% | +7.8% | -4.0% | +3.2% |
| 3M | +17.8% | -9.3% | +27.1% | +17.9% |
| 6M | +7.4% | -30.5% | +37.9% | +8.1% |
| YTD | -5.8% | +75.8% | -81.6% | -11.6% |
| 1Y | -18.9% | +241.2% | -260.0% | -31.9% |
| All | -18.9% | +247.3% | -266.2% | -31.9% |
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