+11.7%
MDLZ vs SONY
+17.9%
-6.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +7.9% | +11.1% | -3.2% | +5.8% |
| 3M | +7.3% | +14.7% | -7.4% | +4.5% |
| 6M | +11.7% | +18.8% | -7.1% | +4.3% |
| All | +11.7% | +17.9% | -6.2% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling