+400.1%
META vs M
+0.4%
+399.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -3.1% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | -18.1% | +7.7% | -25.8% | -19.1% |
| 3M | +2.9% | -4.4% | +7.2% | +3.2% |
| 6M | +0.2% | +27.5% | -27.3% | -3.9% |
| YTD | -8.1% | +12.8% | -20.8% | -10.6% |
| 1Y | -4.5% | +20.7% | -25.3% | -8.2% |
| 3Y | +94.2% | +111.3% | -17.1% | +66.3% |
| 5Y | +79.1% | -6.3% | +85.4% | +65.6% |
| All | +400.1% | +0.4% | +399.7% | +336.0% |
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