+5.6%
META vs MULL
+322.2%
-316.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.1% | +3.0% |
| 7D | +5.2% | +24.5% | -19.4% | +4.5% |
| 30D | -13.0% | -35.5% | +22.5% | -12.5% |
| 3M | +7.9% | -44.8% | +52.7% | +8.7% |
| 6M | +4.2% | -45.5% | +49.7% | +2.0% |
| YTD | -2.5% | +232.5% | -235.1% | -16.0% |
| 1Y | +5.6% | +343.3% | -337.7% | -10.8% |
| All | +5.6% | +322.2% | -316.6% | -10.8% |
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