+14.5%
MDB vs SONY
-10.8%
+25.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.2% |
| 7D | -17.4% | -1.2% | -16.3% | -16.9% |
| 30D | -2.0% | +9.4% | -11.5% | -6.9% |
| 3M | -3.0% | +10.5% | -13.5% | -8.9% |
| 6M | +48.7% | +11.7% | +37.0% | +39.3% |
| YTD | -12.1% | -4.1% | -8.1% | -16.1% |
| 1Y | +14.5% | -11.8% | +26.3% | +13.3% |
| All | +14.5% | -10.8% | +25.3% | +13.3% |
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