+101.4%
META vs MP
+117.4%
-16.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.1% | +6.5% | +1.8% |
| 7D | +2.9% | -12.5% | +15.4% | +3.7% |
| 30D | -15.1% | -23.3% | +8.3% | -13.8% |
| 3M | +7.2% | -24.4% | +31.6% | +8.9% |
| 6M | +3.4% | -45.8% | +49.1% | +6.7% |
| YTD | -4.3% | -28.9% | +24.6% | -3.8% |
| 1Y | +0.8% | -34.6% | +35.4% | +1.7% |
| All | +101.4% | +117.4% | -16.0% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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