+1,527.5%
META vs PM
+321.8%
+1,205.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +6.7% | -4.9% | +11.6% | +8.1% |
| 30D | +4.8% | -3.4% | +8.1% | +5.7% |
| 3M | -1.6% | +5.2% | -6.8% | -3.3% |
| 6M | -7.5% | +3.7% | -11.2% | -9.1% |
| YTD | -6.4% | +15.8% | -22.2% | -11.1% |
| 1Y | -17.3% | +17.4% | -34.7% | -22.1% |
| 3Y | +109.9% | +116.9% | -7.0% | +59.3% |
| 5Y | +65.4% | +117.3% | -52.0% | +24.0% |
| 10Y | +391.8% | +193.8% | +198.1% | +217.6% |
| All | +1,527.5% | +321.8% | +1,205.6% | +789.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling