+2,812.9%
MMM vs SONY
+543.6%
+2,269.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.5% |
| 7D | -3.3% | -1.2% | -2.1% | -3.1% |
| 30D | -7.0% | +9.4% | -16.5% | -8.9% |
| 3M | +10.8% | +10.5% | +0.3% | +8.0% |
| 6M | +5.8% | +11.7% | -5.9% | +2.7% |
| YTD | +6.8% | -4.1% | +10.8% | +7.2% |
| 1Y | +10.4% | -11.8% | +22.2% | +12.6% |
| 3Y | +104.7% | +45.9% | +58.8% | +85.1% |
| 5Y | +23.6% | +16.3% | +7.3% | +15.9% |
| 10Y | +54.1% | +297.6% | -243.5% | +9.5% |
| All | +2,812.9% | +543.6% | +2,269.3% | +1,479.4% |
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