+1,563.7%
META vs MPC
+3,251.8%
-1,688.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.1% | +9.6% | +3.0% |
| 7D | +2.9% | -10.9% | +13.8% | +5.1% |
| 30D | -15.1% | -9.4% | -5.7% | -13.6% |
| 3M | +7.2% | +26.0% | -18.7% | +1.7% |
| 6M | +3.4% | +56.5% | -53.1% | -6.7% |
| YTD | -4.3% | +144.3% | -148.6% | -22.2% |
| 1Y | +0.8% | +117.2% | -116.5% | -16.1% |
| 3Y | +102.2% | +176.3% | -74.1% | +56.7% |
| 5Y | +89.4% | +590.5% | -501.1% | +18.0% |
| 10Y | +426.7% | +1,183.8% | -757.1% | +163.5% |
| All | +1,563.7% | +3,251.8% | -1,688.1% | +642.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling