-10.7%
MLM vs SONY
+21.8%
-32.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -2.0% | -3.2% | +1.2% | -2.0% |
| 30D | +9.5% | +9.6% | -0.1% | +9.4% |
| 3M | -4.7% | +13.3% | -18.0% | -4.8% |
| 6M | -10.7% | +20.3% | -31.0% | -11.1% |
| All | -10.7% | +21.8% | -32.6% | -11.1% |
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 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