+1,563.7%
META vs MLM
+851.7%
+712.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +0.6% |
| 7D | +2.9% | +9.1% | -6.3% | -0.5% |
| 30D | -15.1% | +14.6% | -29.7% | -19.5% |
| 3M | +7.2% | +0.3% | +6.9% | +6.7% |
| 6M | +3.4% | -7.5% | +10.9% | +5.6% |
| YTD | -4.3% | -10.2% | +5.9% | -1.6% |
| 1Y | +0.8% | -10.5% | +11.3% | +3.7% |
| 3Y | +102.2% | +27.8% | +74.3% | +80.1% |
| 5Y | +89.4% | +38.9% | +50.5% | +63.1% |
| 10Y | +426.7% | +211.4% | +215.3% | +234.7% |
| All | +1,563.7% | +851.7% | +712.0% | +541.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling