+3,087.2%
MMM vs SONY
+609.3%
+2,477.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | +12.1% | +11.1% | +1.0% | +9.5% |
| 3M | +1.4% | +14.7% | -13.2% | -1.8% |
| 6M | +26.6% | +18.8% | +7.8% | +21.2% |
| YTD | +16.8% | +5.7% | +11.1% | +14.6% |
| 1Y | +10.1% | -8.1% | +18.1% | +11.3% |
| 3Y | +158.4% | +64.0% | +94.4% | +127.5% |
| 5Y | +43.1% | +12.6% | +30.4% | +35.0% |
| 10Y | +74.2% | +373.8% | -299.7% | +19.1% |
| All | +3,087.2% | +609.3% | +2,477.8% | +1,588.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling