+107.3%
META vs COMP
+215.9%
-108.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +6.7% | +1.4% | +5.3% | +6.5% |
| 30D | +4.8% | -13.3% | +18.1% | +6.6% |
| 3M | -1.6% | +41.1% | -42.7% | -6.0% |
| 6M | -7.5% | +17.2% | -24.6% | -10.6% |
| YTD | -6.4% | +5.2% | -11.6% | -8.6% |
| 1Y | -17.3% | +18.9% | -36.3% | -20.8% |
| All | +107.3% | +215.9% | -108.6% | +77.6% |
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