+451.6%
META vs M
-6.5%
+458.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -0.2% | -3.3% | +3.1% | +0.3% |
| 30D | -15.4% | +8.1% | -23.5% | -16.4% |
| 3M | +5.0% | +2.2% | +2.8% | +4.4% |
| 6M | +5.2% | +35.1% | -29.9% | 0.0% |
| YTD | -4.5% | +15.8% | -20.3% | -7.5% |
| 1Y | +0.6% | +25.8% | -25.2% | -3.9% |
| 3Y | +93.1% | +156.2% | -63.2% | +60.8% |
| 5Y | +93.7% | -2.4% | +96.0% | +78.1% |
| All | +451.6% | -6.5% | +458.1% | +384.3% |
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