+252.9%
META vs MDB
+848.0%
-595.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | -0.8% | -11.4% | +10.6% | +1.9% |
| 30D | -15.4% | -13.8% | -1.6% | -12.9% |
| 3M | +3.5% | -15.5% | +19.0% | +5.8% |
| 6M | -0.3% | +17.9% | -18.2% | -7.2% |
| YTD | -7.3% | -25.5% | +18.1% | -6.1% |
| 1Y | -1.1% | -12.1% | +11.0% | -4.3% |
| 3Y | +95.1% | -5.9% | +100.9% | +70.3% |
| 5Y | +80.6% | -43.7% | +124.3% | +60.1% |
| All | +252.9% | +848.0% | -595.1% | +58.9% |
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