+5,241.3%
MELI vs STLD
+1,887.6%
+3,353.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.1% |
| 7D | -3.6% | +6.9% | -10.5% | -6.5% |
| 30D | -21.4% | -1.5% | -19.9% | -20.8% |
| 3M | -19.3% | -9.7% | -9.6% | -16.3% |
| 6M | -6.6% | +2.3% | -8.9% | -9.5% |
| YTD | -26.8% | +41.0% | -67.8% | -39.7% |
| 1Y | -29.9% | +51.8% | -81.7% | -44.3% |
| 3Y | +7.3% | +126.4% | -119.1% | -32.9% |
| 5Y | -7.6% | +285.7% | -293.3% | -56.7% |
| 10Y | +848.9% | +792.7% | +56.2% | +145.0% |
| All | +5,241.3% | +1,887.6% | +3,353.7% | +492.6% |
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 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