+0.6%
META vs MKC
-24.7%
+25.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -1.9% |
| 7D | -0.2% | -7.0% | +6.8% | -1.2% |
| 30D | -15.4% | +4.1% | -19.4% | -14.8% |
| 3M | +5.0% | -10.3% | +15.3% | +4.0% |
| 6M | +5.2% | +1.7% | +3.5% | +6.7% |
| YTD | -4.5% | -29.1% | +24.6% | -13.2% |
| 1Y | +0.6% | -26.0% | +26.6% | -7.7% |
| All | +0.6% | -24.7% | +25.3% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling