+5,300.7%
MELI vs STLD
+1,823.2%
+3,477.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +2.6% |
| 7D | -1.2% | +2.9% | -4.2% | -2.6% |
| 30D | -18.9% | -5.6% | -13.3% | -16.8% |
| 3M | -18.4% | -11.7% | -6.7% | -14.5% |
| 6M | -4.5% | -2.8% | -1.7% | -5.4% |
| YTD | -26.0% | +36.4% | -62.4% | -38.2% |
| 1Y | -26.6% | +50.0% | -76.6% | -41.4% |
| 3Y | +8.2% | +122.3% | -114.1% | -31.8% |
| 5Y | -6.6% | +273.2% | -279.8% | -55.6% |
| 10Y | +859.5% | +763.8% | +95.7% | +151.3% |
| All | +5,300.7% | +1,823.2% | +3,477.5% | +507.8% |
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