+1,527.5%
META vs MCO
+1,499.0%
+28.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.2% |
| 7D | +6.7% | -4.2% | +10.9% | +9.2% |
| 30D | +4.8% | +2.2% | +2.6% | +3.4% |
| 3M | -1.6% | +10.1% | -11.7% | -7.1% |
| 6M | -7.5% | +5.3% | -12.7% | -10.9% |
| YTD | -6.4% | -2.7% | -3.7% | -6.5% |
| 1Y | -17.3% | -0.4% | -17.0% | -19.1% |
| 3Y | +109.9% | +49.0% | +60.9% | +62.4% |
| 5Y | +65.4% | +33.6% | +31.7% | +34.8% |
| 10Y | +391.8% | +395.3% | -3.5% | +120.2% |
| All | +1,527.5% | +1,499.0% | +28.5% | +582.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling