+2.7%
META vs MXL
+292.8%
-290.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.7% |
| 7D | +3.1% | +33.1% | -30.0% | +1.7% |
| 30D | -18.2% | -33.5% | +15.3% | -17.3% |
| 3M | +7.8% | -20.7% | +28.5% | +8.3% |
| 6M | +3.6% | -35.9% | +39.5% | +4.1% |
| YTD | -5.3% | +238.3% | -243.6% | -19.9% |
| 1Y | +2.7% | +296.2% | -293.5% | -15.0% |
| All | +2.7% | +292.8% | -290.1% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling