+181.3%
MCD vs SONY
+276.5%
-95.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -4.9% | +2.0% | -1.9% |
| 30D | -6.7% | -1.6% | -5.1% | -6.5% |
| 3M | -9.6% | +10.0% | -19.6% | -11.4% |
| 6M | -22.3% | +8.4% | -30.7% | -23.9% |
| YTD | -15.4% | -8.4% | -7.0% | -14.4% |
| 1Y | -16.8% | -18.4% | +1.6% | -14.0% |
| 3Y | -2.4% | +41.0% | -43.4% | -12.2% |
| 5Y | +19.4% | +9.3% | +10.1% | +12.1% |
| 10Y | +181.3% | +281.7% | -100.4% | +106.5% |
| All | +181.3% | +276.5% | -95.2% | +106.5% |
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