-21.8%
MLM vs SONY
+11.4%
-33.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | -6.8% | +9.4% | -16.3% | -7.8% |
| 3M | -11.2% | +10.5% | -21.7% | -12.0% |
| 6M | -21.8% | +11.7% | -33.5% | -21.5% |
| All | -21.8% | +11.4% | -33.2% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling