+330.5%
STM vs MELI
+6,819.5%
-6,489.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.2% |
| 7D | +16.3% | -3.6% | +19.9% | +17.6% |
| 30D | -6.3% | -21.4% | +15.1% | +1.1% |
| 3M | -14.1% | -19.3% | +5.2% | -8.7% |
| 6M | -19.6% | -6.6% | -13.0% | -19.1% |
| YTD | +80.1% | -26.8% | +106.9% | +93.7% |
| 1Y | +95.4% | -29.9% | +125.2% | +112.7% |
| 3Y | +14.7% | +7.3% | +7.4% | +4.9% |
| 5Y | -5.4% | -7.6% | +2.2% | -16.0% |
| 10Y | +465.5% | +848.9% | -383.4% | +126.3% |
| All | +330.5% | +6,819.5% | -6,489.0% | -10.6% |
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