+250.0%
META vs MDB
+823.0%
-573.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.3% | -2.3% |
| 7D | -3.1% | -20.9% | +17.8% | +1.9% |
| 30D | -18.1% | -15.6% | -2.6% | -15.3% |
| 3M | +2.9% | -19.1% | +21.9% | +6.1% |
| 6M | +0.2% | +14.2% | -14.0% | -6.1% |
| YTD | -8.1% | -27.4% | +19.3% | -6.3% |
| 1Y | -4.5% | -13.0% | +8.5% | -7.4% |
| 3Y | +94.2% | -11.2% | +105.4% | +71.9% |
| 5Y | +79.1% | -45.2% | +124.3% | +59.7% |
| All | +250.0% | +823.0% | -573.0% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling