+433.3%
META vs VMC
+129.3%
+304.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.6% |
| 7D | -0.2% | -4.3% | +4.1% | +1.5% |
| 30D | -15.4% | +16.2% | -31.6% | -20.3% |
| 3M | +5.0% | -0.8% | +5.9% | +5.0% |
| 6M | +5.2% | +1.2% | +4.0% | +4.0% |
| YTD | -4.5% | +0.5% | -5.0% | -6.1% |
| 1Y | +0.6% | -2.9% | +3.5% | +0.2% |
| 3Y | +93.1% | +37.3% | +55.7% | +66.3% |
| 5Y | +93.7% | +48.8% | +44.9% | +60.6% |
| 10Y | +433.3% | +131.4% | +301.9% | +268.0% |
| All | +433.3% | +129.3% | +304.1% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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