+328.9%
META vs MGY
+176.7%
+152.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | +5.2% | +4.5% | +0.7% | +4.3% |
| 30D | -13.0% | -0.4% | -12.6% | -13.1% |
| 3M | +7.9% | -4.3% | +12.3% | +8.2% |
| 6M | +4.2% | -12.9% | +17.1% | +5.7% |
| YTD | -2.5% | +15.2% | -17.7% | -6.9% |
| 1Y | +5.6% | +10.3% | -4.8% | +1.6% |
| 3Y | +96.8% | +23.6% | +73.2% | +82.6% |
| 5Y | +90.0% | +35.7% | +54.3% | +69.0% |
| All | +328.9% | +176.7% | +152.2% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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