+20.4%
MCD vs SONY
+11.4%
+9.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.7% |
| 7D | -2.0% | -5.2% | +3.1% | -1.3% |
| 30D | -6.1% | +0.3% | -6.4% | -6.2% |
| 3M | -7.3% | +6.2% | -13.5% | -8.2% |
| 6M | -20.9% | +9.5% | -30.5% | -22.2% |
| YTD | -14.7% | -8.1% | -6.6% | -14.1% |
| 1Y | -16.1% | -17.9% | +1.8% | -14.4% |
| 3Y | -1.5% | +41.5% | -43.0% | -8.5% |
| 5Y | +20.4% | +11.8% | +8.6% | +12.7% |
| All | +20.4% | +11.4% | +9.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling