-1.1%
META vs MMM
+14.8%
-15.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -0.8% | +6.2% | -7.0% | -1.6% |
| 30D | -15.4% | +14.2% | -29.6% | -17.0% |
| 3M | +3.5% | +2.9% | +0.6% | +3.6% |
| 6M | -0.3% | +27.6% | -27.8% | -5.6% |
| YTD | -7.3% | +17.3% | -24.6% | -11.2% |
| 1Y | -1.1% | +15.1% | -16.2% | -5.2% |
| All | -1.1% | +14.8% | -15.9% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling