+271.1%
META vs MDB
+912.7%
-641.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +5.2% | +6.8% | -1.7% | +3.6% |
| 30D | -13.0% | -6.2% | -6.8% | -12.0% |
| 3M | +7.9% | -29.2% | +37.2% | +15.0% |
| 6M | +4.2% | +10.3% | -6.1% | -1.3% |
| YTD | -2.5% | -20.4% | +17.8% | -2.7% |
| 1Y | +5.6% | -4.8% | +10.4% | +0.3% |
| 3Y | +96.8% | -11.6% | +108.4% | +75.3% |
| 5Y | +90.0% | -41.0% | +131.1% | +66.7% |
| All | +271.1% | +912.7% | -641.6% | +64.7% |
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