+425.7%
META vs OMC
+56.1%
+369.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.7% | +4.3% |
| 7D | +5.7% | +5.4% | +0.3% | +4.0% |
| 30D | -10.8% | +15.7% | -26.5% | -14.9% |
| 3M | +8.4% | +4.9% | +3.5% | +6.3% |
| 6M | +5.4% | +17.3% | -11.9% | -0.8% |
| YTD | -2.6% | +13.0% | -15.6% | -8.0% |
| 1Y | +3.5% | +24.1% | -20.6% | -5.8% |
| 3Y | +102.0% | +31.2% | +70.8% | +75.3% |
| 5Y | +93.1% | +53.4% | +39.7% | +59.3% |
| 10Y | +425.7% | +55.5% | +370.1% | +321.8% |
| All | +425.7% | +56.1% | +369.6% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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