+63.9%
META vs MCO
+31.5%
+32.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +1.2% |
| 7D | +6.0% | -2.7% | +8.8% | +8.0% |
| 30D | +3.6% | +0.9% | +2.7% | +2.7% |
| 3M | +4.9% | +8.7% | -3.8% | -1.5% |
| 6M | -4.7% | +2.4% | -7.1% | -7.4% |
| YTD | -6.9% | -5.2% | -1.7% | -5.3% |
| 1Y | -18.2% | -4.4% | -13.8% | -18.1% |
| 3Y | +107.8% | +45.1% | +62.6% | +43.8% |
| 5Y | +63.9% | +31.5% | +32.4% | +17.9% |
| All | +63.9% | +31.5% | +32.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling