+54.7%
MNST vs SONY
+46.4%
+8.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -6.5% | -1.2% | -5.3% | -6.4% |
| 30D | -7.2% | +9.4% | -16.7% | -8.1% |
| 3M | -1.0% | +10.5% | -11.5% | -2.2% |
| 6M | +11.5% | +11.7% | -0.2% | +9.8% |
| YTD | +14.3% | -4.1% | +18.4% | +13.9% |
| 1Y | +38.1% | -11.8% | +49.9% | +38.1% |
| All | +54.7% | +46.4% | +8.3% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling