+13.4%
MCD vs SONY
+59.5%
-46.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +5.9% | +6.1% | -0.1% | +5.0% |
| 30D | +19.6% | +12.2% | +7.5% | +17.7% |
| 3M | +3.3% | +15.3% | -12.1% | +1.2% |
| 6M | +3.5% | +34.3% | -30.8% | -0.5% |
| YTD | -6.1% | +5.7% | -11.8% | -7.7% |
| 1Y | -3.7% | -2.3% | -1.3% | -4.5% |
| 3Y | +13.4% | +67.1% | -53.8% | +7.4% |
| All | +13.4% | +59.5% | -46.2% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling