+26.3%
MELI vs AMDL
+115.6%
-89.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.3% | +2.0% |
| 7D | -4.3% | +20.7% | -25.0% | -5.6% |
| 30D | -1.7% | +9.4% | -11.2% | -2.7% |
| 3M | +20.0% | +5.6% | +14.4% | +16.7% |
| 6M | +9.4% | +340.3% | -330.8% | -10.4% |
| YTD | -5.4% | +253.6% | -259.0% | -22.2% |
| 1Y | -18.8% | +443.4% | -462.2% | -38.2% |
| All | +26.3% | +115.6% | -89.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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