+10.4%
META vs MULL
+1,070.1%
-1,059.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +3.3% | -32.2% | +35.5% | +5.3% |
| 30D | -10.8% | -55.4% | +44.6% | -6.8% |
| 3M | +7.9% | -41.3% | +49.2% | +10.1% |
| 6M | +5.4% | -44.9% | +50.3% | +0.8% |
| YTD | -2.6% | +192.4% | -195.0% | -26.9% |
| 1Y | +1.9% | +239.4% | -237.6% | -26.3% |
| All | +10.4% | +1,070.1% | -1,059.7% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling