+436.0%
META vs OMC
+56.4%
+379.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.3% | +6.8% | -3.5% | +1.1% |
| 30D | -10.8% | +16.2% | -26.9% | -15.0% |
| 3M | +7.9% | +6.0% | +1.9% | +5.4% |
| 6M | +5.4% | +17.7% | -12.3% | -1.0% |
| YTD | -2.6% | +13.5% | -16.0% | -8.2% |
| 1Y | +1.9% | +27.2% | -25.3% | -8.1% |
| 3Y | +97.0% | +30.4% | +66.6% | +71.4% |
| 5Y | +97.6% | +53.5% | +44.1% | +63.1% |
| 10Y | +436.0% | +57.0% | +379.0% | +329.9% |
| All | +436.0% | +56.4% | +379.6% | +329.9% |
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