+447.1%
META vs MDY
+165.7%
+281.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.2% |
| 7D | +3.1% | +3.0% | 0.0% | +0.4% |
| 30D | -18.2% | +0.8% | -19.0% | -18.7% |
| 3M | +7.8% | -5.1% | +13.0% | +12.9% |
| 6M | +3.6% | +1.2% | +2.4% | +2.4% |
| YTD | -5.3% | +12.5% | -17.8% | -14.9% |
| 1Y | +2.7% | +13.8% | -11.0% | -8.7% |
| 3Y | +91.5% | +56.4% | +35.1% | +27.6% |
| 5Y | +84.7% | +35.3% | +49.4% | +41.3% |
| All | +447.1% | +165.7% | +281.4% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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