+404.3%
META vs OMC
+52.3%
+352.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | -0.8% | +6.3% | -7.1% | -2.8% |
| 30D | -15.4% | +15.4% | -30.8% | -19.3% |
| 3M | +3.5% | +5.8% | -2.2% | +1.2% |
| 6M | -0.3% | +14.7% | -14.9% | -5.5% |
| YTD | -7.3% | +10.3% | -17.6% | -11.9% |
| 1Y | -1.1% | +23.2% | -24.3% | -9.9% |
| 3Y | +95.1% | +24.6% | +70.5% | +72.3% |
| 5Y | +80.6% | +50.1% | +30.5% | +50.0% |
| All | +404.3% | +52.3% | +352.0% | +306.8% |
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