+874.8%
MELI vs STRL
+3,697.3%
-2,822.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.6% |
| 7D | -1.2% | +15.7% | -16.9% | -3.7% |
| 30D | -18.9% | -35.5% | +16.6% | -13.8% |
| 3M | -18.4% | -47.1% | +28.7% | -11.0% |
| 6M | -4.5% | -65.8% | +61.3% | +9.9% |
| YTD | -26.0% | -4.5% | -21.4% | -34.0% |
| 1Y | -26.6% | -10.5% | -16.1% | -33.9% |
| 3Y | +8.2% | +340.6% | -332.4% | -36.8% |
| 5Y | -6.6% | +911.0% | -917.6% | -56.9% |
| All | +874.8% | +3,697.3% | -2,822.4% | +231.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling