+6.6%
MDLZ vs SONY
+63.5%
-56.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +7.9% | +11.1% | -3.2% | +7.0% |
| 3M | +7.3% | +14.7% | -7.4% | +6.0% |
| 6M | +11.7% | +18.8% | -7.1% | +9.9% |
| YTD | +28.7% | +5.7% | +23.0% | +27.6% |
| 1Y | +22.8% | -8.1% | +30.8% | +22.6% |
| 3Y | +6.6% | +64.0% | -57.4% | +1.9% |
| All | +6.6% | +63.5% | -56.9% | +1.9% |
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 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