+462.9%
META vs MMM
+74.0%
+388.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.3% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | -13.0% | +12.1% | -25.1% | -17.2% |
| 3M | +7.9% | +1.4% | +6.5% | +6.8% |
| 6M | +4.2% | +26.6% | -22.3% | -6.4% |
| YTD | -2.5% | +16.8% | -19.4% | -10.0% |
| 1Y | +5.6% | +10.1% | -4.5% | -0.1% |
| 3Y | +96.8% | +158.4% | -61.6% | +24.1% |
| 5Y | +90.0% | +43.1% | +47.0% | +56.5% |
| All | +462.9% | +74.0% | +388.9% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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