+6,028.8%
MU vs META
+391.2%
+5,637.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.6% |
| 7D | +9.0% | +6.7% | +2.3% | +5.6% |
| 30D | +13.8% | +4.8% | +9.1% | +11.0% |
| 3M | +2.1% | -1.6% | +3.7% | +0.5% |
| 6M | +153.8% | -7.5% | +161.3% | +156.2% |
| YTD | +256.4% | -6.4% | +262.8% | +255.8% |
| 1Y | +719.8% | -17.3% | +737.1% | +767.0% |
| 3Y | +1,360.4% | +109.9% | +1,250.4% | +840.8% |
| 5Y | +1,312.4% | +65.4% | +1,247.1% | +868.3% |
| All | +6,028.8% | +391.2% | +5,637.6% | +1,807.5% |
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