+462.9%
META vs MTB
+115.1%
+347.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +5.2% | +1.5% | +3.6% | +4.8% |
| 30D | -13.0% | +2.3% | -15.3% | -13.5% |
| 3M | +7.9% | -12.1% | +20.1% | +11.5% |
| 6M | +4.2% | +9.8% | -5.6% | +1.7% |
| YTD | -2.5% | +12.0% | -14.5% | -5.5% |
| 1Y | +5.6% | +22.0% | -16.5% | +0.1% |
| 3Y | +96.8% | +107.6% | -10.8% | +62.6% |
| 5Y | +90.0% | +61.9% | +28.2% | +64.9% |
| All | +462.9% | +115.1% | +347.8% | +380.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling