+400.1%
META vs MCD
+215.7%
+184.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | -3.1% | +8.0% | -11.1% | -6.6% |
| 30D | -18.1% | +19.6% | -37.7% | -24.9% |
| 3M | +2.9% | +2.2% | +0.7% | +1.4% |
| 6M | +0.2% | -1.1% | +1.3% | -0.1% |
| YTD | -8.1% | -7.2% | -0.9% | -5.7% |
| 1Y | -4.5% | -6.7% | +2.2% | -2.5% |
| 3Y | +94.2% | +11.6% | +82.6% | +75.3% |
| 5Y | +79.1% | +22.6% | +56.4% | +52.1% |
| All | +400.1% | +215.7% | +184.4% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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