+1,527.5%
META vs D
+131.4%
+1,396.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | +1.5% | +5.2% | +6.4% |
| 30D | +4.8% | -2.6% | +7.3% | +5.3% |
| 3M | -1.6% | 0.0% | -1.6% | -1.7% |
| 6M | -7.5% | +7.4% | -14.8% | -9.2% |
| YTD | -6.4% | +15.9% | -22.3% | -9.8% |
| 1Y | -17.3% | +18.1% | -35.5% | -20.8% |
| 3Y | +109.9% | +58.4% | +51.5% | +83.0% |
| 5Y | +65.4% | +5.2% | +60.2% | +61.4% |
| 10Y | +391.8% | +35.9% | +356.0% | +330.0% |
| All | +1,527.5% | +131.4% | +1,396.1% | +904.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling