+95.1%
META vs MDY
+50.6%
+44.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.3% |
| 7D | -0.8% | -1.7% | +0.9% | +0.6% |
| 30D | -15.4% | -0.9% | -14.5% | -14.7% |
| 3M | +3.5% | -5.7% | +9.3% | +8.7% |
| 6M | -0.3% | -2.9% | +2.6% | +2.0% |
| YTD | -7.3% | +9.8% | -17.2% | -14.9% |
| 1Y | -1.1% | +13.5% | -14.6% | -11.8% |
| 3Y | +95.1% | +51.9% | +43.1% | +46.8% |
| All | +95.1% | +50.6% | +44.5% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling