+19.3%
MLM vs SONY
+57.9%
-38.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.5% |
| 7D | -4.1% | +6.7% | -10.8% | -5.3% |
| 30D | +8.2% | +14.8% | -6.6% | +5.5% |
| 3M | -3.6% | +16.9% | -20.5% | -6.3% |
| 6M | -15.6% | +30.2% | -45.8% | -19.9% |
| YTD | -16.4% | +5.5% | -21.9% | -17.6% |
| 1Y | -14.3% | -4.6% | -9.8% | -14.1% |
| 3Y | +19.3% | +57.2% | -37.9% | +10.8% |
| All | +19.3% | +57.9% | -38.6% | +10.8% |
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