+404.3%
META vs PM
+232.9%
+171.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -0.8% | -5.2% | +4.4% | +0.5% |
| 30D | -15.4% | +2.7% | -18.1% | -16.1% |
| 3M | +3.5% | +5.2% | -1.7% | +2.0% |
| 6M | -0.3% | +17.0% | -17.3% | -4.6% |
| YTD | -7.3% | +25.5% | -32.8% | -13.5% |
| 1Y | -1.1% | +35.5% | -36.6% | -9.7% |
| 3Y | +95.1% | +143.9% | -48.9% | +45.0% |
| 5Y | +80.6% | +161.8% | -81.3% | +29.7% |
| All | +404.3% | +232.9% | +171.4% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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