-3.2%
MCD vs SONY
-4.4%
+1.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +7.3% | +5.2% | +2.1% | +6.0% |
| 30D | +20.0% | +10.7% | +9.2% | +17.3% |
| 3M | +3.8% | +12.1% | -8.3% | +1.3% |
| 6M | +3.8% | +32.6% | -28.8% | -1.9% |
| YTD | -5.9% | +4.3% | -10.2% | -8.7% |
| 1Y | -3.2% | -4.5% | +1.3% | -4.7% |
| All | -3.2% | -4.4% | +1.2% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling