+107.3%
META vs MXL
+163.1%
-55.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.5% |
| 7D | +6.7% | +1.6% | +5.1% | +6.5% |
| 30D | +4.8% | -7.0% | +11.8% | +5.1% |
| 3M | -1.6% | -33.4% | +31.8% | -0.2% |
| 6M | -7.5% | +260.2% | -267.6% | -26.9% |
| YTD | -6.4% | +260.0% | -266.4% | -26.4% |
| 1Y | -17.3% | +303.5% | -320.8% | -36.7% |
| All | +107.3% | +163.1% | -55.8% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling