+433.3%
META vs MAR
+541.3%
-107.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.2% | +1.0% | -1.2% | -0.6% |
| 30D | -15.4% | +16.2% | -31.6% | -20.2% |
| 3M | +5.0% | +23.1% | -18.0% | -3.2% |
| 6M | +5.2% | +22.0% | -16.8% | -3.2% |
| YTD | -4.5% | +39.2% | -43.7% | -16.8% |
| 1Y | +0.6% | +48.3% | -47.6% | -14.7% |
| 3Y | +93.1% | +123.4% | -30.3% | +39.3% |
| 5Y | +93.7% | +185.4% | -91.7% | +27.9% |
| 10Y | +433.3% | +539.2% | -105.8% | +222.6% |
| All | +433.3% | +541.3% | -107.9% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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