+140.5%
MLM vs SONY
+366.0%
-225.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -2.0% | -3.2% | +1.2% | -1.0% |
| 30D | +9.5% | +9.6% | -0.1% | +6.2% |
| 3M | -4.7% | +13.3% | -18.0% | -8.8% |
| 6M | -10.7% | +20.3% | -31.0% | -16.6% |
| YTD | -16.6% | +4.1% | -20.7% | -18.5% |
| 1Y | -15.4% | -11.9% | -3.5% | -12.7% |
| 3Y | +15.9% | +56.6% | -40.7% | -5.0% |
| 5Y | +27.1% | +10.9% | +16.2% | +15.4% |
| All | +140.5% | +366.0% | -225.5% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling