+2.6%
META vs MDB
-11.1%
+13.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +3.3% | -1.0% | +4.3% | +3.4% |
| 30D | -10.8% | -14.0% | +3.2% | -9.5% |
| 3M | +7.9% | -20.3% | +28.2% | +9.6% |
| 6M | +5.4% | +10.9% | -5.5% | +4.3% |
| YTD | -2.6% | -20.9% | +18.3% | -3.1% |
| All | +2.6% | -11.1% | +13.7% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling