+79.1%
META vs MP
-13.9%
+93.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.1% | -3.0% |
| 7D | -3.1% | -19.0% | +15.9% | 0.0% |
| 30D | -18.1% | -30.5% | +12.4% | -13.6% |
| 3M | +2.9% | -29.6% | +32.4% | +7.9% |
| 6M | +0.2% | -50.4% | +50.6% | +9.8% |
| YTD | -8.1% | -33.2% | +25.1% | -6.0% |
| 1Y | -4.5% | -38.6% | +34.0% | -1.6% |
| 3Y | +94.2% | +105.5% | -11.3% | +29.1% |
| 5Y | +79.1% | -7.8% | +86.9% | +53.3% |
| All | +79.1% | -13.9% | +93.0% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling