+91.3%
META vs MKC
-22.3%
+113.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.9% |
| 7D | +3.1% | -7.3% | +10.4% | +2.7% |
| 30D | -18.2% | +4.0% | -22.2% | -18.0% |
| 3M | +7.8% | -11.5% | +19.3% | +7.4% |
| 6M | +3.6% | +1.1% | +2.5% | +4.0% |
| YTD | -5.3% | -29.9% | +24.6% | -6.7% |
| 1Y | +2.7% | -27.0% | +29.8% | +1.1% |
| All | +91.3% | -22.3% | +113.6% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling