+961.1%
MELI vs STRL
+7,221.5%
-6,260.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.4% |
| 7D | -4.1% | +5.0% | -9.1% | -4.9% |
| 30D | +3.8% | -6.9% | +10.7% | +4.6% |
| 3M | +17.8% | -39.1% | +56.9% | +25.8% |
| 6M | +7.4% | +21.5% | -14.1% | -4.1% |
| YTD | -5.8% | +66.9% | -72.7% | -22.0% |
| 1Y | -18.9% | +61.6% | -80.5% | -33.1% |
| 3Y | +33.3% | +560.0% | -526.7% | -24.3% |
| 5Y | +2.7% | +2,238.9% | -2,236.2% | -56.9% |
| All | +961.1% | +7,221.5% | -6,260.4% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded STRL 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling