+6,923.6%
MCK vs SONY
+406.1%
+6,517.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | +0.4% | +1.5% | -1.1% | +0.1% |
| 3M | +12.1% | +13.0% | -0.9% | +9.6% |
| 6M | -5.4% | +11.2% | -16.7% | -7.6% |
| YTD | +7.8% | -6.6% | +14.4% | +8.4% |
| 1Y | +22.9% | -18.1% | +41.1% | +26.3% |
| 3Y | +110.7% | +42.1% | +68.7% | +92.4% |
| 5Y | +346.2% | +11.0% | +335.1% | +319.7% |
| 10Y | +440.1% | +289.2% | +151.0% | +295.7% |
| All | +6,923.6% | +406.1% | +6,517.5% | +4,054.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling