+79.1%
META vs COMP
-28.0%
+107.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -2.6% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | -18.1% | -0.8% | -17.4% | -18.3% |
| 3M | +2.9% | -28.1% | +31.0% | +8.2% |
| 6M | +0.2% | +27.0% | -26.8% | -5.7% |
| YTD | -8.1% | -12.8% | +4.7% | -8.6% |
| 1Y | -4.5% | +4.9% | -9.4% | -8.2% |
| 3Y | +94.2% | +321.0% | -226.8% | +35.7% |
| 5Y | +79.1% | -25.6% | +104.7% | +73.5% |
| All | +79.1% | -28.0% | +107.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling