+81.9%
META vs MXL
-28.5%
+110.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.0% | -10.2% | -0.7% |
| 7D | -0.8% | -27.1% | +26.3% | +3.1% |
| 30D | -15.4% | -54.2% | +38.8% | -6.8% |
| 3M | +3.5% | -29.9% | +33.5% | +6.2% |
| 6M | -0.3% | -39.5% | +39.2% | +0.3% |
| YTD | -7.3% | +182.2% | -189.5% | -35.6% |
| 1Y | -1.1% | +231.8% | -232.9% | -34.1% |
| 3Y | +95.1% | +195.9% | -100.9% | +12.2% |
| All | +81.9% | -28.5% | +110.4% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling