+0.8%
META vs MULL
+444.9%
-444.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -13.8% | +15.2% | +1.7% |
| 7D | +2.9% | -35.9% | +38.8% | +3.8% |
| 30D | -15.1% | -47.3% | +32.3% | -14.2% |
| 3M | +7.2% | -30.6% | +37.8% | +7.8% |
| 6M | +3.4% | +13.7% | -10.3% | -3.7% |
| YTD | -4.3% | +272.1% | -276.4% | -18.1% |
| 1Y | +0.8% | +475.1% | -474.3% | -16.8% |
| All | +0.8% | +444.9% | -444.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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