+462.9%
META vs MDT
+62.9%
+400.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.1% |
| 7D | +5.2% | +1.0% | +4.1% | +4.7% |
| 30D | -13.0% | +9.2% | -22.2% | -16.7% |
| 3M | +7.9% | +14.5% | -6.6% | +0.8% |
| 6M | +4.2% | +37.3% | -33.1% | -11.0% |
| YTD | -2.5% | +9.8% | -12.4% | -7.9% |
| 1Y | +5.6% | +10.5% | -5.0% | -0.7% |
| 3Y | +96.8% | +57.4% | +39.4% | +50.9% |
| 5Y | +90.0% | +1.2% | +88.9% | +81.6% |
| All | +462.9% | +62.9% | +400.0% | +307.7% |
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