+8.2%
META vs MULL
+1,351.1%
-1,342.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +24.0% | -26.0% | -3.5% |
| 7D | -0.2% | -2.5% | +2.4% | -0.7% |
| 30D | -15.4% | -40.1% | +24.7% | -13.5% |
| 3M | +5.0% | -28.2% | +33.2% | +5.6% |
| 6M | +5.2% | -39.6% | +44.8% | +0.4% |
| YTD | -4.5% | +262.6% | -267.1% | -29.5% |
| 1Y | +0.6% | +366.2% | -365.6% | -29.3% |
| All | +8.2% | +1,351.1% | -1,342.9% | -46.5% |
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