+62.8%
META vs MO
+99.6%
-36.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +6.7% | +0.3% | +6.4% | +6.7% |
| 30D | +4.8% | +0.6% | +4.1% | +4.7% |
| 3M | -1.6% | -1.0% | -0.7% | -1.4% |
| 6M | -7.5% | +4.3% | -11.8% | -7.2% |
| YTD | -6.4% | +23.3% | -29.7% | -7.1% |
| 1Y | -17.3% | +10.5% | -27.8% | -17.4% |
| 3Y | +109.9% | +96.3% | +13.7% | +93.5% |
| All | +62.8% | +99.6% | -36.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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