+181.2%
MLM vs SONY
+369.0%
-187.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.2% |
| 7D | -4.1% | +6.7% | -10.8% | -6.2% |
| 30D | +8.2% | +14.8% | -6.6% | +3.3% |
| 3M | -3.6% | +16.9% | -20.5% | -8.5% |
| 6M | -15.6% | +30.2% | -45.8% | -23.3% |
| YTD | -16.4% | +5.5% | -21.9% | -18.7% |
| 1Y | -14.3% | -4.6% | -9.8% | -14.1% |
| 3Y | +19.3% | +57.2% | -37.9% | -2.3% |
| 5Y | +29.6% | +12.1% | +17.5% | +17.3% |
| All | +181.2% | +369.0% | -187.8% | +71.7% |
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