+49.3%
MMM vs SONY
+11.0%
+38.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | -2.6% | +2.1% | -4.7% | -3.3% |
| 30D | +17.4% | +9.2% | +8.2% | +14.2% |
| 3M | +3.6% | +12.2% | -8.6% | -0.2% |
| 6M | +33.0% | +24.4% | +8.6% | +23.5% |
| YTD | +19.6% | +3.5% | +16.2% | +17.4% |
| 1Y | +14.0% | -9.2% | +23.2% | +16.5% |
| 3Y | +164.3% | +55.6% | +108.7% | +123.3% |
| 5Y | +49.3% | +12.0% | +37.4% | +28.7% |
| All | +49.3% | +11.0% | +38.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling