+1.1%
MELI vs STLD
+291.8%
-290.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -1.9% | +2.7% | -4.6% | -2.8% |
| 30D | +5.8% | -8.4% | +14.2% | +8.5% |
| 3M | +19.5% | -9.9% | +29.4% | +22.5% |
| 6M | +7.7% | +33.0% | -25.3% | -5.3% |
| YTD | -4.4% | +42.6% | -46.9% | -19.1% |
| 1Y | -17.9% | +80.8% | -98.7% | -37.2% |
| 3Y | +34.9% | +143.4% | -108.5% | -14.9% |
| 5Y | +1.1% | +293.4% | -292.4% | -53.6% |
| All | +1.1% | +291.8% | -290.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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