+93.1%
META vs PM
+160.6%
-67.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.4% |
| 7D | +5.7% | -7.3% | +13.0% | +6.6% |
| 30D | -10.8% | -4.0% | -6.7% | -10.4% |
| 3M | +8.4% | +2.7% | +5.7% | +7.9% |
| 6M | +5.4% | +14.9% | -9.5% | +3.2% |
| YTD | -2.6% | +23.5% | -26.1% | -6.1% |
| 1Y | +3.5% | +30.4% | -26.8% | -1.2% |
| 3Y | +102.0% | +143.2% | -41.2% | +58.4% |
| 5Y | +93.1% | +159.5% | -66.4% | +41.6% |
| All | +93.1% | +160.6% | -67.5% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling