+104.5%
MDLZ vs SONY
+366.0%
-261.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | -0.4% | -3.2% | +2.8% | +0.2% |
| 30D | +8.2% | +9.6% | -1.3% | +6.3% |
| 3M | +8.0% | +13.3% | -5.3% | +5.3% |
| 6M | +9.7% | +20.3% | -10.6% | +5.5% |
| YTD | +26.9% | +4.1% | +22.7% | +25.2% |
| 1Y | +20.9% | -11.9% | +32.8% | +23.3% |
| 3Y | +5.3% | +56.6% | -51.3% | -7.0% |
| 5Y | +21.4% | +10.9% | +10.5% | +14.7% |
| All | +104.5% | +366.0% | -261.5% | +31.7% |
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