+6,875.0%
MELI vs STT
+315.0%
+6,560.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -1.9% | +2.2% | -4.1% | -2.8% |
| 30D | +5.8% | +3.9% | +1.9% | +3.8% |
| 3M | +19.5% | +19.2% | +0.3% | +9.8% |
| 6M | +7.7% | +60.4% | -52.6% | -13.5% |
| YTD | -4.4% | +51.5% | -55.8% | -21.5% |
| 1Y | -17.9% | +76.3% | -94.2% | -37.2% |
| 3Y | +34.9% | +200.7% | -165.9% | -20.3% |
| 5Y | +1.1% | +157.5% | -156.4% | -36.4% |
| 10Y | +955.8% | +262.0% | +693.8% | +416.1% |
| All | +6,875.0% | +315.0% | +6,560.0% | +2,309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded STT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling