+81.9%
META vs OMC
+49.2%
+32.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | -0.8% | +6.3% | -7.1% | -3.1% |
| 30D | -15.4% | +15.4% | -30.8% | -20.0% |
| 3M | +3.5% | +5.8% | -2.2% | +0.8% |
| 6M | -0.3% | +14.7% | -14.9% | -6.5% |
| YTD | -7.3% | +10.3% | -17.6% | -12.5% |
| 1Y | -1.1% | +23.2% | -24.3% | -11.8% |
| 3Y | +95.1% | +24.6% | +70.5% | +60.6% |
| All | +81.9% | +49.2% | +32.7% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling