-4.5%
META vs MPC
+107.6%
-112.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -4.6% |
| 7D | -3.1% | -12.8% | +9.6% | -5.4% |
| 30D | -18.1% | -12.7% | -5.4% | -19.7% |
| 3M | +2.9% | +27.1% | -24.2% | +9.2% |
| 6M | +0.2% | +45.8% | -45.6% | +9.8% |
| YTD | -8.1% | +134.7% | -142.8% | +4.7% |
| 1Y | -4.5% | +106.0% | -110.6% | +7.7% |
| All | -4.5% | +107.6% | -112.1% | +7.7% |
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