-32.5%
MKC vs SONY
+9.6%
-42.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -1.5% | -2.7% | +1.2% | -1.2% |
| 30D | -3.1% | +1.5% | -4.6% | -3.3% |
| 3M | +5.2% | +13.0% | -7.8% | +3.9% |
| 6M | -12.8% | +11.2% | -24.0% | -13.9% |
| YTD | -23.3% | -6.6% | -16.7% | -22.9% |
| 1Y | -24.1% | -18.1% | -6.0% | -22.9% |
| 3Y | -32.1% | +42.1% | -74.2% | -34.8% |
| All | -32.5% | +9.6% | -42.1% | -38.5% |
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