+287.6%
MP vs SONY
+95.9%
+191.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.7% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | -3.0% | +11.1% | -14.1% | -9.0% |
| 3M | -30.4% | +14.7% | -45.0% | -36.0% |
| 6M | -39.2% | +18.8% | -58.0% | -45.7% |
| YTD | -23.3% | +5.7% | -29.0% | -27.2% |
| 1Y | -32.6% | -8.1% | -24.6% | -30.5% |
| 3Y | +159.3% | +64.0% | +95.3% | +69.8% |
| 5Y | -16.4% | +12.6% | -29.1% | -32.9% |
| All | +287.6% | +95.9% | +191.7% | +190.3% |
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 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