+383.2%
STM vs MELI
+9,180.3%
-8,797.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.8% | +0.6% | +5.2% | +5.6% |
| 30D | -1.0% | +2.9% | -3.9% | -2.4% |
| 3M | -33.3% | +21.0% | -54.3% | -37.8% |
| 6M | +57.4% | +11.8% | +45.5% | +49.0% |
| YTD | +102.2% | -1.8% | +104.0% | +98.7% |
| 1Y | +99.6% | -18.2% | +117.8% | +106.5% |
| 3Y | +14.5% | +39.2% | -24.6% | -3.3% |
| 5Y | +21.4% | +1.7% | +19.7% | +4.6% |
| 10Y | +695.0% | +967.1% | -272.1% | +205.5% |
| All | +383.2% | +9,180.3% | -8,797.1% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling