+271.0%
META vs MDB
+906.0%
-635.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +3.3% | -1.0% | +4.3% | +3.5% |
| 30D | -10.8% | -14.0% | +3.2% | -8.0% |
| 3M | +7.9% | -20.3% | +28.2% | +11.9% |
| 6M | +5.4% | +10.9% | -5.5% | -0.4% |
| YTD | -2.6% | -20.9% | +18.3% | -2.5% |
| 1Y | +1.9% | -11.2% | +13.1% | -1.5% |
| 3Y | +97.0% | -11.9% | +108.9% | +75.6% |
| 5Y | +97.6% | -40.2% | +137.8% | +72.9% |
| All | +271.0% | +906.0% | -635.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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