+418.8%
META vs MCO
+377.3%
+41.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +7.9% | +7.4% |
| 7D | +10.3% | -3.1% | +13.4% | +12.3% |
| 30D | +9.9% | -0.5% | +10.4% | +10.0% |
| 3M | +11.9% | +5.7% | +6.2% | +7.6% |
| 6M | +1.2% | +3.0% | -1.9% | -1.8% |
| YTD | -0.8% | -6.5% | +5.7% | +1.3% |
| 1Y | -14.3% | -5.8% | -8.6% | -13.6% |
| 3Y | +121.4% | +43.1% | +78.3% | +68.3% |
| 5Y | +74.5% | +29.5% | +45.0% | +39.6% |
| 10Y | +418.8% | +388.8% | +30.0% | +100.3% |
| All | +418.8% | +377.3% | +41.6% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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