+17.6%
MDLZ vs SONY
+9.8%
+7.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | 0.0% | -4.9% | +4.9% | +0.5% |
| 30D | +1.4% | -1.6% | +3.0% | +1.6% |
| 3M | 0.0% | +10.0% | -10.0% | -1.1% |
| 6M | +9.1% | +8.4% | +0.7% | +7.9% |
| YTD | +17.9% | -8.4% | +26.4% | +18.7% |
| 1Y | +3.2% | -18.4% | +21.6% | +5.0% |
| 3Y | -2.5% | +41.0% | -43.5% | -8.0% |
| 5Y | +17.6% | +9.3% | +8.3% | +11.3% |
| All | +17.6% | +9.8% | +7.8% | +11.3% |
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