+107.3%
META vs MDY
+48.1%
+59.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +4.8% | -1.5% | +6.2% | +6.1% |
| 3M | -1.6% | +0.8% | -2.4% | -2.3% |
| 6M | -7.5% | +7.4% | -14.9% | -13.1% |
| YTD | -6.4% | +15.2% | -21.6% | -17.3% |
| 1Y | -17.3% | +16.5% | -33.9% | -27.8% |
| All | +107.3% | +48.1% | +59.2% | +51.3% |
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