+93.4%
META vs MDB
-12.3%
+105.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.3% | -2.9% |
| 7D | -3.1% | -20.9% | +17.8% | +0.3% |
| 30D | -18.1% | -15.6% | -2.6% | -16.2% |
| 3M | +2.9% | -19.1% | +21.9% | +5.2% |
| 6M | +0.2% | +14.2% | -14.0% | -3.9% |
| YTD | -8.1% | -27.4% | +19.3% | -6.4% |
| 1Y | -4.5% | -13.0% | +8.5% | -6.2% |
| All | +93.4% | -12.3% | +105.7% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling