+7,063.7%
MELI vs STLD
+1,924.3%
+5,139.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | +0.6% | +3.1% | -2.5% | -0.8% |
| 30D | +2.9% | -9.0% | +11.9% | +6.5% |
| 3M | +21.0% | -12.4% | +33.4% | +26.3% |
| 6M | +11.8% | +25.5% | -13.7% | -1.6% |
| YTD | -1.8% | +43.6% | -45.4% | -19.7% |
| 1Y | -18.2% | +87.2% | -105.4% | -41.1% |
| 3Y | +39.2% | +135.2% | -96.1% | -14.6% |
| 5Y | +1.7% | +290.9% | -289.2% | -52.8% |
| 10Y | +967.1% | +1,113.5% | -146.4% | +132.9% |
| All | +7,063.7% | +1,924.3% | +5,139.4% | +689.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling