+379.6%
META vs MLM
+199.9%
+179.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +6.7% | -2.9% | +9.6% | +7.9% |
| 30D | +4.8% | -6.8% | +11.6% | +7.8% |
| 3M | -1.6% | -11.2% | +9.6% | +2.8% |
| 6M | -7.5% | -21.8% | +14.4% | +1.7% |
| YTD | -6.4% | -17.0% | +10.6% | 0.0% |
| 1Y | -17.3% | -16.4% | -1.0% | -12.2% |
| 3Y | +109.9% | +14.5% | +95.5% | +93.8% |
| 5Y | +65.4% | +41.7% | +23.6% | +40.5% |
| All | +379.6% | +199.9% | +179.7% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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