+5.0%
META vs MULL
+968.6%
-963.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.1% | -8.3% | +0.2% |
| 7D | -0.8% | -42.7% | +41.9% | +2.3% |
| 30D | -15.4% | -63.8% | +48.3% | -10.5% |
| 3M | +3.5% | -49.0% | +52.6% | +6.6% |
| 6M | -0.3% | -38.2% | +37.9% | -6.7% |
| YTD | -7.3% | +167.0% | -174.4% | -30.1% |
| 1Y | -1.1% | +247.7% | -248.8% | -29.2% |
| All | +5.0% | +968.6% | -963.5% | -46.9% |
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