+377.6%
META vs MKC
+26.5%
+351.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | +6.7% | -5.9% | +12.6% | +8.1% |
| 30D | +4.8% | -0.9% | +5.6% | +4.9% |
| 3M | -1.6% | +12.7% | -14.4% | -4.3% |
| 6M | -7.5% | -19.3% | +11.8% | -3.4% |
| YTD | -6.4% | -22.2% | +15.8% | -2.0% |
| 1Y | -17.3% | -23.3% | +6.0% | -13.4% |
| 3Y | +109.9% | -30.0% | +139.9% | +122.8% |
| 5Y | +65.4% | -33.8% | +99.1% | +75.5% |
| All | +377.6% | +26.5% | +351.1% | +334.3% |
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