+107.3%
META vs MDB
-5.3%
+112.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.6% |
| 7D | +6.7% | -17.4% | +24.1% | +9.5% |
| 30D | +4.8% | -2.0% | +6.8% | +4.5% |
| 3M | -1.6% | -3.0% | +1.4% | -2.0% |
| 6M | -7.5% | +48.7% | -56.1% | -15.0% |
| YTD | -6.4% | -12.1% | +5.7% | -7.0% |
| 1Y | -17.3% | +14.5% | -31.8% | -22.5% |
| All | +107.3% | -5.3% | +112.6% | +92.7% |
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 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