+5.6%
META vs MKTX
-0.3%
+5.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +0.2% | +4.9% | +5.2% |
| 30D | -13.0% | +0.9% | -13.9% | -12.9% |
| 3M | +7.9% | +2.6% | +5.4% | +8.2% |
| 6M | +4.2% | +20.4% | -16.2% | +9.0% |
| YTD | -2.5% | -7.1% | +4.5% | +5.8% |
| 1Y | +5.6% | -2.8% | +8.3% | +13.1% |
| All | +5.6% | -0.3% | +5.9% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling