+1,497.9%
META vs MAR
+1,200.6%
+297.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.3% |
| 7D | -3.1% | +4.4% | -7.5% | -4.7% |
| 30D | -18.1% | +15.5% | -33.6% | -22.6% |
| 3M | +2.9% | +15.7% | -12.9% | -2.9% |
| 6M | +0.2% | +18.2% | -18.0% | -6.7% |
| YTD | -8.1% | +35.3% | -43.4% | -19.1% |
| 1Y | -4.5% | +48.6% | -53.2% | -19.2% |
| 3Y | +94.2% | +124.3% | -30.2% | +40.0% |
| 5Y | +79.1% | +159.7% | -80.6% | +21.6% |
| 10Y | +405.9% | +555.2% | -149.3% | +133.3% |
| All | +1,497.9% | +1,200.6% | +297.3% | +518.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling