+3.2%
MELI vs STZ
-37.5%
+40.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | -4.3% | -4.1% | -0.2% | -3.1% |
| 30D | -1.7% | -7.6% | +5.9% | +0.5% |
| 3M | +20.0% | -12.3% | +32.3% | +24.3% |
| 6M | +9.4% | -16.3% | +25.7% | +14.5% |
| YTD | -5.4% | -8.4% | +3.0% | -4.7% |
| 1Y | -18.8% | -10.8% | -8.0% | -17.8% |
| 3Y | +33.5% | -49.0% | +82.5% | +67.9% |
| 5Y | +3.2% | -36.5% | +39.7% | +7.5% |
| All | +3.2% | -37.5% | +40.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 5y: compounded portfolio wealth divided by compounded STZ 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…
5y analysis · Full analysis span regression · 6 months rolling