+107.3%
META vs MP
+154.2%
-46.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +6.7% | -2.9% | +9.6% | +6.9% |
| 30D | +4.8% | +13.8% | -9.1% | +3.9% |
| 3M | -1.6% | -16.7% | +15.1% | -0.7% |
| 6M | -7.5% | -11.5% | +4.0% | -7.6% |
| YTD | -6.4% | +7.9% | -14.3% | -8.1% |
| 1Y | -17.3% | -15.0% | -2.3% | -18.2% |
| All | +107.3% | +154.2% | -46.9% | +82.2% |
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