+3,971.9%
MU vs META
+401.5%
+3,570.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.7% |
| 7D | -22.0% | -0.8% | -21.2% | -21.4% |
| 30D | -36.6% | -15.4% | -21.2% | -31.2% |
| 3M | -21.7% | +3.5% | -25.2% | -23.7% |
| 6M | +3.5% | -0.3% | +3.8% | +0.1% |
| YTD | +141.9% | -7.3% | +149.3% | +141.1% |
| 1Y | +189.8% | -1.1% | +190.9% | +179.3% |
| 3Y | +855.4% | +95.1% | +760.3% | +536.5% |
| 5Y | +869.2% | +80.6% | +788.6% | +528.0% |
| All | +3,971.9% | +401.5% | +3,570.4% | +1,145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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