+425.7%
META vs MDT
+62.0%
+363.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | +5.7% | +3.5% | +2.2% | +4.0% |
| 30D | -10.8% | +16.2% | -26.9% | -17.0% |
| 3M | +8.4% | +18.9% | -10.5% | -0.6% |
| 6M | +5.4% | +37.3% | -31.9% | -10.1% |
| YTD | -2.6% | +9.7% | -12.3% | -7.9% |
| 1Y | +3.5% | +15.2% | -11.7% | -4.6% |
| 3Y | +102.0% | +61.8% | +40.2% | +52.4% |
| 5Y | +93.1% | -1.4% | +94.4% | +86.8% |
| 10Y | +425.7% | +61.6% | +364.1% | +280.7% |
| All | +425.7% | +62.0% | +363.7% | +280.7% |
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