-17.3%
META vs MPC
+120.1%
-137.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +5.4% | +1.3% | +7.6% |
| 30D | +4.8% | +31.0% | -26.2% | +9.2% |
| 3M | -1.6% | +46.0% | -47.7% | +4.0% |
| 6M | -7.5% | +77.3% | -84.8% | -1.0% |
| YTD | -6.4% | +141.9% | -148.3% | -1.5% |
| 1Y | -17.3% | +120.9% | -138.3% | -12.9% |
| All | -17.3% | +120.1% | -137.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling