+63.9%
META vs MKTX
-61.3%
+125.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +3.6% | +1.0% | +2.6% | +3.4% |
| 3M | +4.9% | +41.3% | -36.4% | -3.4% |
| 6M | -4.7% | -11.3% | +6.6% | -1.4% |
| YTD | -6.9% | -8.6% | +1.7% | -4.6% |
| 1Y | -18.2% | -11.1% | -7.1% | -15.8% |
| 3Y | +107.8% | -24.5% | +132.3% | +112.5% |
| 5Y | +63.9% | -61.4% | +125.3% | +84.1% |
| All | +63.9% | -61.3% | +125.2% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling