-5.4%
META vs MDLN
-0.9%
-4.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.3% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +3.6% | -1.5% | +5.1% | +3.8% |
| 3M | +4.9% | +2.6% | +2.3% | +4.9% |
| 6M | -4.7% | -20.9% | +16.2% | -3.7% |
| YTD | -6.9% | -17.4% | +10.5% | -5.3% |
| All | -5.4% | -0.9% | -4.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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