+1,497.9%
META vs MDT
+303.6%
+1,194.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -3.9% |
| 7D | -3.1% | +8.0% | -11.1% | -6.5% |
| 30D | -18.1% | +20.4% | -38.5% | -25.0% |
| 3M | +2.9% | +22.9% | -20.1% | -7.0% |
| 6M | +0.2% | +37.1% | -36.9% | -14.2% |
| YTD | -8.1% | +11.9% | -20.0% | -13.9% |
| 1Y | -4.5% | +19.8% | -24.3% | -13.5% |
| 3Y | +94.2% | +59.4% | +34.8% | +49.3% |
| 5Y | +79.1% | 0.0% | +79.0% | +72.1% |
| 10Y | +405.9% | +66.2% | +339.7% | +267.8% |
| All | +1,497.9% | +303.6% | +1,194.3% | +826.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling