He talks about it in interviews. While he was at Facebook, he started an investment fund outside of work. Now I do not want to get sued for mischaracterizing what he did. You will have to listen to those interviews yourself.

I am aware of the investment fund he started both while he was at Facebook and after it. Neither of them were done in secret and in fact Facebook was an investor in it. Furthermore the companies that the funds invested in had no business dealings with Facebook. You can see the list of companies it invested in as it's public info.