+2.7%
META vs MULL
+337.5%
-334.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | +3.1% | +43.3% | -40.2% | +2.1% |
| 30D | -18.2% | -37.4% | +19.2% | -17.8% |
| 3M | +7.8% | -36.8% | +44.7% | +8.3% |
| 6M | +3.6% | -36.9% | +40.4% | +0.7% |
| YTD | -5.3% | +250.7% | -255.9% | -18.3% |
| 1Y | +2.7% | +337.6% | -334.9% | -12.8% |
| All | +2.7% | +337.5% | -334.8% | -12.8% |
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