+942.1%
MDB vs SONY
+280.5%
+661.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.7% |
| 7D | +6.8% | +0.3% | +6.6% | +6.6% |
| 30D | -6.2% | +11.1% | -17.3% | -13.8% |
| 3M | -29.2% | +14.7% | -43.9% | -36.4% |
| 6M | +10.3% | +18.8% | -8.5% | -3.2% |
| YTD | -20.4% | +5.7% | -26.1% | -24.5% |
| 1Y | -4.8% | -8.1% | +3.2% | -0.9% |
| 3Y | -11.6% | +64.0% | -75.6% | -44.0% |
| 5Y | -41.0% | +12.6% | -53.7% | -49.8% |
| All | +942.1% | +280.5% | +661.6% | +371.7% |
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 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