+444.1%
META vs MKC
+24.9%
+419.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +3.3% | -2.4% | +5.7% | +3.7% |
| 30D | -10.8% | +5.4% | -16.1% | -11.9% |
| 3M | +7.9% | -11.1% | +19.0% | +10.1% |
| 6M | +5.4% | -1.4% | +6.8% | +5.0% |
| YTD | -2.6% | -29.4% | +26.8% | +3.7% |
| 1Y | +1.9% | -24.7% | +26.6% | +6.5% |
| 3Y | +97.0% | -21.8% | +118.8% | +99.0% |
| 5Y | +97.6% | -36.0% | +133.6% | +108.6% |
| All | +444.1% | +24.9% | +419.1% | +400.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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