+18.3%
STM vs MELI
+2.1%
+16.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -1.4% | -4.1% | +2.7% | -0.1% |
| 30D | -4.9% | +3.8% | -8.7% | -6.4% |
| 3M | -34.0% | +17.8% | -51.8% | -38.1% |
| 6M | +51.8% | +7.4% | +44.4% | +45.3% |
| YTD | +99.4% | -5.8% | +105.2% | +98.6% |
| 1Y | +99.1% | -18.9% | +117.9% | +107.1% |
| 3Y | +19.5% | +33.3% | -13.9% | +0.3% |
| All | +18.3% | +2.1% | +16.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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