+264.6%
MP vs SONY
+93.2%
+171.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.5% |
| 7D | -3.6% | +5.2% | -8.8% | -6.7% |
| 30D | -21.0% | +10.7% | -31.7% | -25.9% |
| 3M | -33.3% | +12.1% | -45.4% | -38.0% |
| 6M | -45.9% | +32.6% | -78.5% | -55.0% |
| YTD | -27.8% | +4.3% | -32.2% | -31.1% |
| 1Y | -43.2% | -4.5% | -38.7% | -43.0% |
| 3Y | +144.0% | +56.9% | +87.1% | +64.5% |
| 5Y | -6.1% | +12.5% | -18.6% | -24.4% |
| All | +264.6% | +93.2% | +171.4% | +174.8% |
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