+1,527.5%
META vs MLM
+780.2%
+747.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +6.7% | -2.9% | +9.6% | +7.9% |
| 30D | +4.8% | -6.8% | +11.6% | +7.6% |
| 3M | -1.6% | -11.2% | +9.6% | +2.5% |
| 6M | -7.5% | -21.8% | +14.4% | +1.1% |
| YTD | -6.4% | -17.0% | +10.6% | -0.4% |
| 1Y | -17.3% | -16.4% | -1.0% | -12.5% |
| 3Y | +109.9% | +14.5% | +95.5% | +95.5% |
| 5Y | +65.4% | +41.7% | +23.6% | +43.0% |
| 10Y | +391.8% | +200.0% | +191.8% | +218.7% |
| All | +1,527.5% | +780.2% | +747.3% | +548.3% |
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