+1,563.7%
META vs C
+547.3%
+1,016.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.8% |
| 7D | +2.9% | +1.1% | +1.8% | +2.4% |
| 30D | -15.1% | -2.4% | -12.7% | -14.4% |
| 3M | +7.2% | -8.4% | +15.6% | +10.7% |
| 6M | +3.4% | +0.3% | +3.0% | +2.5% |
| YTD | -4.3% | +9.1% | -13.4% | -8.4% |
| 1Y | +0.8% | +26.0% | -25.3% | -8.9% |
| 3Y | +102.2% | +221.2% | -119.0% | +26.3% |
| 5Y | +89.4% | +120.4% | -31.1% | +34.3% |
| 10Y | +426.7% | +250.6% | +176.1% | +195.8% |
| All | +1,563.7% | +547.3% | +1,016.4% | +763.9% |
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