-5.6%
MDB vs SONY
+41.5%
-47.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -1.6% |
| 7D | -18.0% | -5.2% | -12.9% | -16.0% |
| 30D | -10.7% | +0.3% | -11.0% | -10.9% |
| 3M | +1.0% | +6.2% | -5.3% | -2.0% |
| 6M | +31.6% | +9.5% | +22.1% | +26.2% |
| YTD | -15.2% | -8.1% | -7.1% | -13.2% |
| 1Y | +10.1% | -17.9% | +28.0% | +16.7% |
| 3Y | -5.6% | +41.5% | -47.1% | -18.0% |
| All | -5.6% | +41.5% | -47.1% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling