+4.1%
META vs MULL
+879.3%
-875.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -34.2% | +30.3% | -1.7% |
| 7D | -3.1% | -53.1% | +50.0% | +1.2% |
| 30D | -18.1% | -64.1% | +46.0% | -13.3% |
| 3M | +2.9% | -54.6% | +57.4% | +6.8% |
| 6M | +0.2% | -38.7% | +38.9% | -6.6% |
| YTD | -8.1% | +144.7% | -152.8% | -30.2% |
| 1Y | -4.5% | +220.3% | -224.8% | -31.3% |
| All | +4.1% | +879.3% | -875.2% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling