+1,527.5%
META vs CAPR
-91.5%
+1,618.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +6.7% | -2.0% | +8.7% | +6.7% |
| 30D | +4.8% | +139.2% | -134.4% | +3.2% |
| 3M | -1.6% | -66.4% | +64.7% | -1.1% |
| 6M | -7.5% | -63.1% | +55.7% | -7.2% |
| YTD | -6.4% | -67.4% | +61.0% | -6.0% |
| 1Y | -17.3% | +58.2% | -75.6% | -21.6% |
| 3Y | +109.9% | +42.2% | +67.7% | +94.8% |
| 5Y | +65.4% | +87.3% | -21.9% | +51.1% |
| 10Y | +391.8% | -75.3% | +467.1% | +327.8% |
| All | +1,527.5% | -91.5% | +1,618.9% | +1,124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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