+462.9%
META vs MET
+197.3%
+265.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +5.2% | +4.5% | +0.7% | +3.4% |
| 30D | -13.0% | +3.5% | -16.5% | -14.2% |
| 3M | +7.9% | +5.9% | +2.0% | +5.4% |
| 6M | +4.2% | +33.1% | -28.8% | -7.3% |
| YTD | -2.5% | +33.6% | -36.1% | -13.6% |
| 1Y | +5.6% | +32.7% | -27.1% | -6.2% |
| 3Y | +96.8% | +85.0% | +11.7% | +52.6% |
| 5Y | +90.0% | +85.6% | +4.5% | +46.5% |
| All | +462.9% | +197.3% | +265.6% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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