+267.3%
MP vs SONY
+91.7%
+175.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.2% |
| 7D | +2.3% | +2.1% | +0.2% | +0.7% |
| 30D | -15.3% | +9.2% | -24.5% | -19.9% |
| 3M | -33.5% | +12.2% | -45.7% | -38.2% |
| 6M | -45.5% | +24.4% | -69.9% | -52.9% |
| YTD | -27.3% | +3.5% | -30.8% | -30.2% |
| 1Y | -40.7% | -9.2% | -31.6% | -38.6% |
| 3Y | +145.9% | +55.6% | +90.2% | +66.6% |
| 5Y | -13.9% | +12.0% | -25.9% | -30.4% |
| All | +267.3% | +91.7% | +175.6% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling