+113.0%
META vs COMP
-52.8%
+165.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +0.2% |
| 7D | +2.9% | +9.5% | -6.6% | +1.3% |
| 30D | -15.1% | +8.1% | -23.2% | -16.4% |
| 3M | +7.2% | -16.3% | +23.6% | +9.8% |
| 6M | +3.4% | +42.2% | -38.8% | -4.2% |
| YTD | -4.3% | -5.0% | +0.7% | -6.1% |
| 1Y | +0.8% | +20.1% | -19.3% | -5.0% |
| 3Y | +102.2% | +358.4% | -256.3% | +41.9% |
| 5Y | +89.4% | -21.9% | +111.3% | +60.6% |
| All | +113.0% | -52.8% | +165.7% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling