+107.3%
META vs PM
+117.4%
-10.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | +6.7% | -4.9% | +11.6% | +6.8% |
| 30D | +4.8% | -3.4% | +8.1% | +4.8% |
| 3M | -1.6% | +5.2% | -6.8% | -1.6% |
| 6M | -7.5% | +3.7% | -11.2% | -7.4% |
| YTD | -6.4% | +15.8% | -22.2% | -6.8% |
| 1Y | -17.3% | +17.4% | -34.7% | -17.9% |
| All | +107.3% | +117.4% | -10.2% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling