+101.4%
META vs COMP
+346.2%
-244.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +0.4% |
| 7D | +2.9% | +9.5% | -6.6% | +1.6% |
| 30D | -15.1% | +8.1% | -23.2% | -16.1% |
| 3M | +7.2% | -16.3% | +23.6% | +9.3% |
| 6M | +3.4% | +42.2% | -38.8% | -2.5% |
| YTD | -4.3% | -5.0% | +0.7% | -5.7% |
| 1Y | +0.8% | +20.1% | -19.3% | -3.5% |
| All | +101.4% | +346.2% | -244.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling