+1,563.7%
META vs M
+25.3%
+1,538.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.6% | -6.2% | +0.4% |
| 7D | +2.9% | +8.3% | -5.4% | +1.7% |
| 30D | -15.1% | +14.2% | -29.3% | -16.7% |
| 3M | +7.2% | -1.1% | +8.3% | +7.1% |
| 6M | +3.4% | +36.6% | -33.2% | -1.7% |
| YTD | -4.3% | +19.8% | -24.1% | -7.7% |
| 1Y | +0.8% | +37.2% | -36.4% | -4.8% |
| 3Y | +102.2% | +124.5% | -22.3% | +72.6% |
| 5Y | +89.4% | +1.5% | +87.9% | +74.1% |
| 10Y | +426.7% | +7.8% | +418.9% | +350.3% |
| All | +1,563.7% | +25.3% | +1,538.4% | +1,389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling