+3,353.5%
MKC vs SONY
+514.2%
+2,839.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -4.3% | -4.9% | +0.6% | -3.7% |
| 30D | -3.1% | -1.6% | -1.5% | -2.9% |
| 3M | +6.8% | +10.0% | -3.2% | +5.3% |
| 6M | -18.3% | +8.4% | -26.8% | -19.5% |
| YTD | -23.1% | -8.4% | -14.6% | -22.4% |
| 1Y | -23.7% | -18.4% | -5.3% | -22.0% |
| 3Y | -31.0% | +41.0% | -72.0% | -35.3% |
| 5Y | -33.5% | +9.3% | -42.8% | -36.2% |
| 10Y | +30.3% | +281.7% | -251.4% | +3.2% |
| All | +3,353.5% | +514.2% | +2,839.2% | +1,922.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling