+96.7%
META vs MTB
+105.8%
-9.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +3.3% | -0.7% | +3.9% | +3.5% |
| 30D | -10.8% | +1.4% | -12.2% | -11.2% |
| 3M | +7.9% | -11.6% | +19.5% | +12.4% |
| 6M | +5.4% | +5.4% | 0.0% | +3.6% |
| YTD | -2.6% | +11.7% | -14.3% | -6.3% |
| 1Y | +1.9% | +20.5% | -18.7% | -4.5% |
| All | +96.7% | +105.8% | -9.1% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling