-18.2%
MDT vs SONY
+9.6%
-27.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -3.4% | -2.7% | -0.7% | -2.9% |
| 30D | +0.2% | +1.5% | -1.3% | -0.1% |
| 3M | +14.3% | +13.0% | +1.3% | +11.5% |
| 6M | +4.0% | +11.2% | -7.2% | +1.5% |
| YTD | -3.7% | -6.6% | +3.0% | -2.9% |
| 1Y | -0.4% | -18.1% | +17.8% | +2.9% |
| 3Y | +23.3% | +42.1% | -18.8% | +11.4% |
| All | -18.2% | +9.6% | -27.8% | -24.4% |
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