+18.5%
MLM vs SONY
+46.9%
-28.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.7% |
| 30D | -6.8% | +9.4% | -16.3% | -8.5% |
| 3M | -11.2% | +10.5% | -21.7% | -13.1% |
| 6M | -21.8% | +11.7% | -33.5% | -23.9% |
| YTD | -17.0% | -4.1% | -12.9% | -16.6% |
| 1Y | -16.4% | -11.8% | -4.6% | -14.8% |
| All | +18.5% | +46.9% | -28.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling