-26.7%
MDB vs SONY
+8.4%
-35.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -4.5% | -4.9% | +0.4% | -0.9% |
| 30D | -14.0% | -1.6% | -12.4% | -13.1% |
| 3M | +5.3% | +10.0% | -4.7% | -2.5% |
| 6M | +31.9% | +8.4% | +23.5% | +23.0% |
| YTD | -14.6% | -8.4% | -6.2% | -9.2% |
| 1Y | +8.2% | -18.4% | +26.6% | +23.7% |
| 3Y | -5.0% | +41.0% | -46.0% | -38.7% |
| All | -26.7% | +8.4% | -35.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling