+93.4%
META vs M
+110.5%
-17.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.3% |
| 6M | +0.2% | +27.5% | -27.3% | -4.1% |
| YTD | -8.1% | +12.8% | -20.8% | -10.7% |
| 1Y | -4.5% | +20.7% | -25.3% | -8.5% |
| All | +93.4% | +110.5% | -17.0% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling