+418.8%
META vs CMG
+314.3%
+104.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.5% | +9.1% | +7.5% |
| 7D | +10.3% | -6.5% | +16.7% | +13.0% |
| 30D | +9.9% | +12.1% | -2.2% | +4.8% |
| 3M | +11.9% | +20.6% | -8.7% | +1.6% |
| 6M | +1.2% | +2.1% | -0.9% | -2.2% |
| YTD | -0.8% | -2.6% | +1.8% | -2.6% |
| 1Y | -14.3% | -8.7% | -5.7% | -14.3% |
| 3Y | +121.4% | -7.4% | +128.7% | +112.6% |
| 5Y | +74.5% | -5.7% | +80.1% | +62.0% |
| 10Y | +418.8% | +322.3% | +96.5% | +220.0% |
| All | +418.8% | +314.3% | +104.5% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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