+1,527.5%
META vs C
+610.7%
+916.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | +3.6% | +3.1% | +5.3% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | -1.6% | +2.4% | -4.0% | -2.9% |
| 6M | -7.5% | +24.9% | -32.4% | -15.5% |
| YTD | -6.4% | +19.8% | -26.2% | -13.5% |
| 1Y | -17.3% | +44.9% | -62.2% | -29.2% |
| 3Y | +109.9% | +263.0% | -153.0% | +25.0% |
| 5Y | +65.4% | +129.5% | -64.2% | +15.0% |
| 10Y | +391.8% | +291.6% | +100.2% | +165.2% |
| All | +1,527.5% | +610.7% | +916.7% | +716.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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