+224.3%
INTC vs META
+378.5%
-154.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.1% |
| 7D | +7.1% | +6.7% | +0.4% | +4.5% |
| 30D | -5.2% | +4.8% | -10.0% | -7.0% |
| 3M | -14.3% | -1.6% | -12.7% | -15.0% |
| 6M | +110.2% | -7.5% | +117.6% | +113.2% |
| YTD | +159.6% | -6.4% | +166.0% | +160.2% |
| 1Y | +289.3% | -17.3% | +306.6% | +308.2% |
| 3Y | +166.1% | +109.9% | +56.1% | +86.3% |
| 5Y | +94.4% | +65.4% | +29.0% | +41.2% |
| All | +224.3% | +378.5% | -154.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 10y: compounded portfolio wealth divided by compounded META 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…
10y analysis · Full analysis span regression · 6 months rolling