+8.2%
MELI vs SNAP
-53.6%
+61.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -1.2% | +6.0% | -7.3% | -2.0% |
| 30D | -18.9% | -13.8% | -5.1% | -17.4% |
| 3M | -18.4% | -0.8% | -17.7% | -18.3% |
| 6M | -4.5% | -6.2% | +1.7% | -4.2% |
| YTD | -26.0% | -34.8% | +8.9% | -24.1% |
| 1Y | -26.6% | -38.7% | +12.1% | -24.5% |
| 3Y | +8.2% | -53.5% | +61.7% | -1.0% |
| All | +8.2% | -53.6% | +61.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 3y: compounded portfolio wealth divided by compounded SNAP 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…
3y analysis · Full analysis span regression · 6 months rolling