+418.8%
META vs MKTX
+7.4%
+411.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +10.3% | +0.3% | +10.0% | +10.2% |
| 30D | +9.9% | +1.0% | +8.9% | +9.6% |
| 3M | +11.9% | +40.8% | -28.9% | +1.0% |
| 6M | +1.2% | -10.9% | +12.0% | +3.4% |
| YTD | -0.8% | -8.6% | +7.8% | +0.4% |
| 1Y | -14.3% | -11.6% | -2.8% | -12.7% |
| 3Y | +121.4% | -24.5% | +145.9% | +126.1% |
| 5Y | +74.5% | -60.7% | +135.2% | +113.7% |
| 10Y | +418.8% | +5.1% | +413.7% | +413.9% |
| All | +418.8% | +7.4% | +411.4% | +413.9% |
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