+1,527.5%
META vs MCD
+317.6%
+1,209.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +6.7% | -2.8% | +9.5% | +8.2% |
| 30D | +4.8% | -6.0% | +10.8% | +7.9% |
| 3M | -1.6% | -5.6% | +3.9% | +0.6% |
| 6M | -7.5% | -21.9% | +14.4% | +4.0% |
| YTD | -6.4% | -14.7% | +8.3% | +0.4% |
| 1Y | -17.3% | -17.3% | -0.1% | -10.2% |
| 3Y | +109.9% | -2.2% | +112.1% | +103.6% |
| 5Y | +65.4% | +20.3% | +45.1% | +41.9% |
| 10Y | +391.8% | +180.7% | +211.1% | +166.8% |
| All | +1,527.5% | +317.6% | +1,209.9% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling