+23.0%
MMM vs SONY
-6.4%
+29.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.3% | +9.0% |
| 7D | +12.2% | +2.9% | +9.3% | +11.5% |
| 30D | +18.8% | +10.2% | +8.6% | +16.4% |
| 3M | +7.4% | +16.1% | -8.8% | +3.5% |
| 6M | +38.3% | +32.1% | +6.2% | +27.2% |
| YTD | +22.9% | +1.4% | +21.5% | +22.2% |
| 1Y | +23.0% | -7.0% | +30.0% | +25.1% |
| All | +23.0% | -6.4% | +29.4% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling