+959.5%
MDB vs SONY
+274.7%
+684.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.1% |
| 7D | +11.6% | -3.2% | +14.7% | +13.9% |
| 30D | -8.9% | +9.6% | -18.5% | -15.5% |
| 3M | -22.4% | +13.3% | -35.6% | -29.7% |
| 6M | +10.1% | +20.3% | -10.2% | -4.3% |
| YTD | -19.0% | +4.1% | -23.2% | -22.4% |
| 1Y | -7.0% | -11.9% | +4.9% | -0.2% |
| 3Y | -9.8% | +56.6% | -66.4% | -40.9% |
| 5Y | -40.1% | +10.9% | -51.0% | -48.4% |
| All | +959.5% | +274.7% | +684.8% | +384.7% |
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 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