+1,049.8%
MDB vs SONY
+245.2%
+804.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.0% |
| 7D | -17.4% | -1.2% | -16.3% | -16.7% |
| 30D | -2.0% | +9.4% | -11.5% | -8.1% |
| 3M | -3.0% | +10.5% | -13.5% | -9.9% |
| 6M | +48.7% | +11.7% | +37.0% | +36.3% |
| YTD | -12.1% | -4.1% | -8.1% | -9.9% |
| 1Y | +14.5% | -11.8% | +26.3% | +22.8% |
| 3Y | -6.1% | +45.9% | -52.0% | -35.0% |
| 5Y | -27.3% | +16.3% | -43.6% | -38.6% |
| All | +1,049.8% | +245.2% | +804.6% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling