+1,029.4%
MDB vs SONY
+235.9%
+793.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -4.2% |
| 7D | -1.8% | -2.7% | +0.9% | +0.1% |
| 30D | -17.3% | +1.5% | -18.8% | -18.3% |
| 3M | +2.2% | +13.0% | -10.8% | -6.6% |
| 6M | +33.9% | +11.2% | +22.7% | +23.2% |
| YTD | -13.7% | -6.6% | -7.1% | -9.8% |
| 1Y | +9.1% | -18.1% | +27.2% | +23.4% |
| 3Y | -8.1% | +42.1% | -50.2% | -35.2% |
| 5Y | -25.9% | +11.0% | -36.9% | -35.5% |
| All | +1,029.4% | +235.9% | +793.5% | +463.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling