+1,497.9%
META vs C
+514.7%
+983.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.1% | -2.0% |
| 7D | -3.1% | -5.3% | +2.2% | -1.1% |
| 30D | -18.1% | -7.3% | -10.8% | -15.8% |
| 3M | +2.9% | -13.5% | +16.3% | +8.6% |
| 6M | +0.2% | -6.5% | +6.7% | +2.1% |
| YTD | -8.1% | +3.6% | -11.7% | -10.3% |
| 1Y | -4.5% | +18.9% | -23.4% | -11.7% |
| 3Y | +94.2% | +205.0% | -110.8% | +23.7% |
| 5Y | +79.1% | +109.4% | -30.3% | +29.6% |
| 10Y | +405.9% | +232.9% | +173.0% | +189.8% |
| All | +1,497.9% | +514.7% | +983.2% | +746.5% |
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