+160.1%
META vs MP
+450.8%
-290.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | +6.7% | -2.9% | +9.6% | +7.1% |
| 30D | +4.8% | +13.8% | -9.1% | +2.9% |
| 3M | -1.6% | -16.7% | +15.1% | 0.0% |
| 6M | -7.5% | -11.5% | +4.0% | -7.6% |
| YTD | -6.4% | +7.9% | -14.3% | -9.8% |
| 1Y | -17.3% | -15.0% | -2.3% | -19.1% |
| 3Y | +109.9% | +153.5% | -43.6% | +59.3% |
| 5Y | +65.4% | +58.7% | +6.7% | +37.1% |
| All | +160.1% | +450.8% | -290.7% | +114.4% |
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