+374.8%
META vs OMC
+35.8%
+339.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.8% |
| 7D | +6.7% | -6.4% | +13.1% | +8.9% |
| 30D | +4.8% | +1.1% | +3.6% | +4.2% |
| 3M | -1.6% | +10.4% | -12.0% | -5.1% |
| 6M | -7.5% | -1.7% | -5.8% | -7.6% |
| YTD | -6.4% | +4.4% | -10.8% | -9.1% |
| 1Y | -17.3% | +8.4% | -25.8% | -21.3% |
| 3Y | +109.9% | +14.4% | +95.5% | +91.5% |
| 5Y | +65.4% | +33.9% | +31.5% | +42.3% |
| All | +374.8% | +35.8% | +339.0% | +303.7% |
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