+62.8%
META vs M
+27.3%
+35.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | +6.7% | +4.7% | +2.0% | +5.6% |
| 30D | +4.8% | -9.6% | +14.4% | +7.1% |
| 3M | -1.6% | +0.9% | -2.5% | -2.3% |
| 6M | -7.5% | +22.3% | -29.7% | -12.4% |
| YTD | -6.4% | +6.5% | -12.9% | -9.0% |
| 1Y | -17.3% | +38.8% | -56.1% | -25.0% |
| 3Y | +109.9% | +115.9% | -6.0% | +57.5% |
| All | +62.8% | +27.3% | +35.5% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling