+444.1%
META vs MMM
+79.9%
+364.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +3.3% | +7.0% | -3.7% | +0.4% |
| 30D | -10.8% | +18.4% | -29.1% | -16.9% |
| 3M | +7.9% | +4.5% | +3.4% | +5.5% |
| 6M | +5.4% | +33.4% | -28.0% | -7.4% |
| YTD | -2.6% | +20.0% | -22.5% | -11.0% |
| 1Y | +1.9% | +15.0% | -13.2% | -5.4% |
| 3Y | +97.0% | +165.0% | -68.0% | +22.9% |
| 5Y | +97.6% | +47.9% | +49.7% | +60.6% |
| All | +444.1% | +79.9% | +364.2% | +291.1% |
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