-9.3%
MCD vs SONY
-9.8%
+0.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.5% |
| 3M | +0.6% | +14.7% | -14.0% | -2.3% |
| 6M | 0.0% | +18.8% | -18.8% | -4.4% |
| YTD | -9.3% | +5.7% | -15.0% | -13.4% |
| 1Y | -9.3% | -8.1% | -1.3% | -11.6% |
| All | -9.3% | -9.8% | +0.5% | -11.6% |
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