+425.7%
META vs MXL
+171.0%
+254.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.7% | -8.6% | +2.9% |
| 7D | +5.7% | -8.8% | +14.5% | +6.6% |
| 30D | -10.8% | -41.9% | +31.1% | -3.7% |
| 3M | +8.4% | -25.4% | +33.8% | +10.5% |
| 6M | +5.4% | -44.0% | +49.4% | +8.3% |
| YTD | -2.6% | +220.8% | -223.4% | -35.3% |
| 1Y | +3.5% | +278.8% | -275.3% | -34.1% |
| 3Y | +102.0% | +249.4% | -147.4% | +13.3% |
| 5Y | +93.1% | -17.3% | +110.4% | +49.8% |
| 10Y | +425.7% | +156.7% | +269.0% | +161.5% |
| All | +425.7% | +171.0% | +254.7% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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