+447.1%
META vs MKTX
+12.8%
+434.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.1% | +0.2% | +2.8% | +3.0% |
| 30D | -18.2% | +0.9% | -19.1% | -18.4% |
| 3M | +7.8% | +2.5% | +5.3% | +7.2% |
| 6M | +3.6% | +18.6% | -15.0% | -2.0% |
| YTD | -5.3% | -7.1% | +1.8% | -4.5% |
| 1Y | +2.7% | -0.3% | +3.1% | +1.5% |
| 3Y | +91.5% | -22.3% | +113.8% | +94.7% |
| 5Y | +84.7% | -54.5% | +139.2% | +117.3% |
| All | +447.1% | +12.8% | +434.3% | +427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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