+95.1%
META vs MDT
+54.6%
+40.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.4% |
| 7D | -0.8% | +5.4% | -6.2% | -1.8% |
| 30D | -15.4% | +19.1% | -34.5% | -18.4% |
| 3M | +3.5% | +19.5% | -15.9% | -0.4% |
| 6M | -0.3% | +33.5% | -33.7% | -6.4% |
| YTD | -7.3% | +8.7% | -16.0% | -9.5% |
| 1Y | -1.1% | +16.8% | -17.9% | -4.8% |
| 3Y | +95.1% | +53.0% | +42.1% | +88.4% |
| All | +95.1% | +54.6% | +40.5% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling