+1,624.3%
MELI vs ALM
+8,394.4%
-6,770.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.5% | -2.7% |
| 7D | -1.9% | +8.4% | -10.3% | -1.9% |
| 30D | +5.8% | +34.8% | -29.0% | +5.6% |
| 3M | +19.5% | +16.2% | +3.3% | +19.3% |
| 6M | +7.7% | +2.1% | +5.6% | +7.6% |
| YTD | -4.4% | +117.0% | -121.4% | -4.9% |
| 1Y | -17.9% | +313.9% | -331.8% | -18.7% |
| 3Y | +34.9% | +2,327.9% | -2,293.1% | +32.1% |
| 5Y | +1.1% | +1,040.6% | -1,039.6% | -0.8% |
| 10Y | +955.8% | +3,219.4% | -2,263.6% | +928.2% |
| All | +1,624.3% | +8,394.4% | -6,770.1% | +1,541.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling