+1,593.7%
META vs MO
+484.9%
+1,108.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +5.7% | -1.8% | +7.5% | +6.1% |
| 30D | -10.8% | +5.8% | -16.5% | -11.9% |
| 3M | +8.4% | +12.7% | -4.3% | +5.5% |
| 6M | +5.4% | +14.8% | -9.4% | +2.0% |
| YTD | -2.6% | +37.8% | -40.4% | -10.6% |
| 1Y | +3.5% | +39.5% | -36.0% | -5.3% |
| 3Y | +102.0% | +136.1% | -34.1% | +56.5% |
| 5Y | +93.1% | +148.5% | -55.5% | +45.6% |
| 10Y | +425.7% | +135.5% | +290.1% | +275.7% |
| All | +1,593.7% | +484.9% | +1,108.9% | +681.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling