+462.9%
META vs MKTX
+12.8%
+450.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +0.2% | +4.9% | +5.1% |
| 30D | -13.0% | +0.9% | -13.9% | -13.2% |
| 3M | +7.9% | +2.6% | +5.4% | +7.3% |
| 6M | +4.2% | +20.4% | -16.2% | -1.8% |
| YTD | -2.5% | -7.1% | +4.5% | -1.7% |
| 1Y | +5.6% | -2.8% | +8.3% | +5.0% |
| 3Y | +96.8% | -21.7% | +118.5% | +99.6% |
| 5Y | +90.0% | -54.5% | +144.5% | +123.6% |
| All | +462.9% | +12.8% | +450.1% | +442.2% |
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