+5.6%
META vs MMM
+10.2%
-4.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +5.2% | -0.4% | +5.6% | +5.2% |
| 30D | -13.0% | +12.1% | -25.1% | -14.4% |
| 3M | +7.9% | +1.4% | +6.5% | +8.4% |
| 6M | +4.2% | +26.6% | -22.3% | -1.3% |
| YTD | -2.5% | +16.8% | -19.4% | -6.7% |
| 1Y | +5.6% | +10.1% | -4.5% | +1.6% |
| All | +5.6% | +10.2% | -4.6% | +1.6% |
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