+1,563.7%
META vs MCD
+357.6%
+1,206.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | -1.7% |
| 7D | +2.9% | +11.9% | -9.0% | -2.6% |
| 30D | -15.1% | +20.2% | -35.3% | -22.5% |
| 3M | +7.2% | +5.2% | +2.1% | +4.1% |
| 6M | +3.4% | 0.0% | +3.4% | +2.4% |
| YTD | -4.3% | -6.5% | +2.2% | -2.2% |
| 1Y | +0.8% | -3.9% | +4.7% | +1.3% |
| 3Y | +102.2% | +12.5% | +89.7% | +81.9% |
| 5Y | +89.4% | +24.2% | +65.2% | +60.1% |
| 10Y | +426.7% | +220.9% | +205.8% | +166.1% |
| All | +1,563.7% | +357.6% | +1,206.1% | +605.2% |
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