+1,511.3%
META vs MKC
+127.9%
+1,383.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.6% |
| 7D | -0.8% | +2.3% | -3.1% | -1.4% |
| 30D | -15.4% | +8.1% | -23.5% | -17.3% |
| 3M | +3.5% | -6.4% | +10.0% | +4.7% |
| 6M | -0.3% | +1.8% | -2.1% | -1.4% |
| YTD | -7.3% | -26.9% | +19.6% | -1.1% |
| 1Y | -1.1% | -21.7% | +20.6% | +3.3% |
| 3Y | +95.1% | -18.7% | +113.8% | +96.1% |
| 5Y | +80.6% | -32.8% | +113.4% | +89.6% |
| 10Y | +410.1% | +27.0% | +383.2% | +309.4% |
| All | +1,511.3% | +127.9% | +1,383.4% | +898.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling