+165.9%
META vs MP
+262.7%
-96.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.1% | +6.5% | +2.1% |
| 7D | +2.9% | -12.5% | +15.4% | +4.6% |
| 30D | -15.1% | -23.3% | +8.3% | -12.4% |
| 3M | +7.2% | -24.4% | +31.6% | +10.6% |
| 6M | +3.4% | -45.8% | +49.1% | +10.2% |
| YTD | -4.3% | -28.9% | +24.6% | -3.1% |
| 1Y | +0.8% | -34.6% | +35.4% | +2.7% |
| 3Y | +102.2% | +118.7% | -16.5% | +53.6% |
| 5Y | +89.4% | -3.1% | +92.4% | +65.6% |
| All | +165.9% | +262.7% | -96.8% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling