+418.8%
META vs MXL
+273.2%
+145.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.5% | -1.0% | +5.3% |
| 7D | +10.3% | +19.0% | -8.7% | +7.1% |
| 30D | +9.9% | +4.5% | +5.4% | +8.4% |
| 3M | +11.9% | -1.5% | +13.4% | +7.2% |
| 6M | +1.2% | +348.6% | -347.5% | -34.8% |
| YTD | -0.8% | +310.3% | -311.1% | -35.2% |
| 1Y | -14.3% | +344.7% | -359.1% | -45.9% |
| 3Y | +121.4% | +211.2% | -89.8% | +33.6% |
| 5Y | +74.5% | +34.8% | +39.6% | +25.3% |
| 10Y | +418.8% | +286.5% | +132.3% | +148.7% |
| All | +418.8% | +273.2% | +145.6% | +148.7% |
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