+1,527.5%
META vs M
+11.4%
+1,516.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | +6.7% | +4.7% | +2.0% | +6.0% |
| 30D | +4.8% | -9.6% | +14.4% | +6.2% |
| 3M | -1.6% | +0.9% | -2.5% | -2.0% |
| 6M | -7.5% | +22.3% | -29.7% | -10.5% |
| YTD | -6.4% | +6.5% | -12.9% | -8.0% |
| 1Y | -17.3% | +38.8% | -56.1% | -22.0% |
| 3Y | +109.9% | +115.9% | -6.0% | +80.4% |
| 5Y | +65.4% | +28.6% | +36.7% | +50.0% |
| 10Y | +391.8% | -2.5% | +394.3% | +327.5% |
| All | +1,527.5% | +11.4% | +1,516.0% | +1,385.1% |
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