+107.3%
META vs MMM
+105.0%
+2.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +1.0% |
| 7D | +6.7% | -3.3% | +10.0% | +7.7% |
| 30D | +4.8% | -7.0% | +11.8% | +6.9% |
| 3M | -1.6% | +10.8% | -12.4% | -4.8% |
| 6M | -7.5% | +5.8% | -13.2% | -9.4% |
| YTD | -6.4% | +6.8% | -13.2% | -8.8% |
| 1Y | -17.3% | +10.4% | -27.7% | -20.6% |
| All | +107.3% | +105.0% | +2.3% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling