+3.2%
MELI vs ALM
+856.4%
-853.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.2% | +2.0% |
| 7D | -4.3% | -7.1% | +2.9% | -4.0% |
| 30D | -1.7% | +24.7% | -26.4% | -2.7% |
| 3M | +20.0% | +8.3% | +11.7% | +19.1% |
| 6M | +9.4% | -22.2% | +31.6% | +9.5% |
| YTD | -5.4% | +88.1% | -93.4% | -8.8% |
| 1Y | -18.8% | +272.4% | -291.2% | -24.1% |
| 3Y | +33.5% | +2,004.1% | -1,970.7% | +14.9% |
| 5Y | +3.2% | +915.8% | -912.6% | -11.6% |
| All | +3.2% | +856.4% | -853.2% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling