+193.4%
MCD vs SONY
+373.2%
-179.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +14.1% | +11.1% | +3.0% | +11.6% |
| 3M | +0.6% | +14.7% | -14.0% | -2.3% |
| 6M | 0.0% | +18.8% | -18.8% | -3.8% |
| YTD | -9.3% | +5.7% | -15.0% | -10.9% |
| 1Y | -9.3% | -8.1% | -1.3% | -8.4% |
| 3Y | +8.6% | +64.0% | -55.4% | -5.3% |
| 5Y | +21.9% | +12.6% | +9.3% | +14.7% |
| All | +193.4% | +373.2% | -179.8% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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