+444.1%
META vs MDT
+61.0%
+383.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +3.3% | +2.7% | +0.5% | +1.9% |
| 30D | -10.8% | +14.8% | -25.6% | -16.5% |
| 3M | +7.9% | +14.6% | -6.7% | +0.7% |
| 6M | +5.4% | +35.7% | -30.3% | -9.6% |
| YTD | -2.6% | +8.5% | -11.0% | -7.4% |
| 1Y | +1.9% | +13.3% | -11.4% | -5.4% |
| 3Y | +97.0% | +58.6% | +38.4% | +50.1% |
| 5Y | +97.6% | -2.6% | +100.3% | +92.3% |
| All | +444.1% | +61.0% | +383.0% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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