+462.9%
META vs MDY
+165.3%
+297.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +5.2% | +2.3% | +2.9% | +3.2% |
| 30D | -13.0% | +2.0% | -15.0% | -14.4% |
| 3M | +7.9% | -5.6% | +13.6% | +13.5% |
| 6M | +4.2% | +1.3% | +3.0% | +2.9% |
| YTD | -2.5% | +12.3% | -14.9% | -12.3% |
| 1Y | +5.6% | +15.8% | -10.2% | -7.6% |
| 3Y | +96.8% | +56.5% | +40.3% | +31.1% |
| 5Y | +90.0% | +35.1% | +54.9% | +45.6% |
| All | +462.9% | +165.3% | +297.6% | +149.7% |
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