+79.1%
META vs MMM
+46.9%
+32.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.7% |
| 7D | -3.1% | +5.9% | -9.0% | -5.4% |
| 30D | -18.1% | +14.7% | -32.9% | -22.7% |
| 3M | +2.9% | +3.6% | -0.7% | +1.0% |
| 6M | +0.2% | +32.7% | -32.5% | -11.8% |
| YTD | -8.1% | +18.9% | -27.0% | -15.7% |
| 1Y | -4.5% | +16.4% | -20.9% | -11.8% |
| 3Y | +94.2% | +159.8% | -65.6% | +17.7% |
| 5Y | +79.1% | +47.2% | +31.9% | +64.2% |
| All | +79.1% | +46.9% | +32.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling