+462.9%
META vs MKC
+25.8%
+437.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +5.2% | -3.0% | +8.1% | +5.8% |
| 30D | -13.0% | +4.8% | -17.8% | -14.0% |
| 3M | +7.9% | -12.8% | +20.8% | +10.6% |
| 6M | +4.2% | +5.0% | -0.8% | +2.6% |
| YTD | -2.5% | -29.1% | +26.5% | +3.6% |
| 1Y | +5.6% | -26.4% | +32.0% | +11.1% |
| 3Y | +96.8% | -21.6% | +118.4% | +98.8% |
| 5Y | +90.0% | -35.2% | +125.3% | +99.9% |
| All | +462.9% | +25.8% | +437.1% | +416.5% |
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