+107.3%
META vs MPC
+181.4%
-74.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +5.4% | +1.3% | +6.2% |
| 30D | +4.8% | +31.0% | -26.2% | +2.1% |
| 3M | -1.6% | +46.0% | -47.7% | -5.5% |
| 6M | -7.5% | +77.3% | -84.8% | -14.2% |
| YTD | -6.4% | +141.9% | -148.3% | -18.8% |
| 1Y | -17.3% | +120.9% | -138.3% | -27.1% |
| All | +107.3% | +181.4% | -74.1% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling