+425.7%
META vs M
+3.7%
+422.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +3.9% |
| 7D | +5.7% | +2.5% | +3.2% | +5.3% |
| 30D | -10.8% | +10.1% | -20.8% | -12.1% |
| 3M | +8.4% | -0.9% | +9.3% | +8.2% |
| 6M | +5.4% | +30.2% | -24.8% | +0.8% |
| YTD | -2.6% | +16.3% | -18.9% | -5.7% |
| 1Y | +3.5% | +27.0% | -23.5% | -1.3% |
| 3Y | +102.0% | +154.5% | -52.5% | +68.6% |
| 5Y | +93.1% | -1.1% | +94.1% | +77.3% |
| 10Y | +425.7% | +0.5% | +425.2% | +353.8% |
| All | +425.7% | +3.7% | +422.0% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling